Nope, afraid not. There's no fancy boxed version at present, just a download.
In fact I have no idea exactly what the CD option is like, because it's just an extra provided by the payment processor, which I haven't had any hand in. I suspect it's just a CD-R containing only the installation .exe file which you get as a download anyway. So my advice is to just stick with the download for now. Maybe burn a copy onto CD yourself for safekeeping.