Yes you can. Though you can't right away the guy who wants you to join the covenant at firelink will eventually stop asking you to join and will just sell you miracles. I do not know what actually makes him stop asking, but I believe he will stop after ringing the first bell in the church. After that I noticed he stopped asking and I went a bought the heal miracle. Of course there is the chance that he just glitched on my game, but he did sell me stuff without me having to join.