I don't believe so, no - at least not in vanilla .NET. I suspect it's not the actual fetching of the names that takes the time - it's the OS walking through the directory internals. There may be a Win32 call you could make via P/Invoke.
How large is the directory you're looking at? In general it's at least traditionally not been a good idea to have more than a few hundred files in a directory. File systems have improved at this in general, but I don't know what the current state is with NTFS and Fat32.
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