Unless you've got like a gaming keyboard with turbo keys on it or something like that, I don't think so.
But even then, you might have to mess with Cave Story so the keys aren't the standard Q/W, A/S, and Z/X.
I think a gaming control with turbo would be easier
EDIT:
Oh, you, uh, posted in the wrong sub-forum.
This would be more of a Technical Issue, really...