Only if the app you want to use doesn't itself require data.
Press the Home button during a call to go back to the Springboard. You will see a green bar at the top of the screen that lets you know that you are still in the middle of a call.
(You can "use data" while you're talking on the phone, BTW, as long as the data is over WiFi. You just can't use *cellular* data at the same time that you're having a voice conversation.)
-- Nathan