Yup! Add the following line to <civ install directory>/Conquests/conquests.in:
KeepRes = 1
It can be anywhere after the [Conquests] line that starts the file, and will result in Civ using your desktop resolution.
You might also want to add:
PlayIntro=0
Which will disable the intro video. The intro video will temporarily change the resolution to either 640x480 or 800x600, which can take a couple seconds to switch to and back from depending on your monitor. So if you aren't going to watch it, it makes sense to disable it.