Within the game, no.
As agent86 has said, it's common to mash Enter past it. What's more annoying is the prompt that it's full, which momentarily impedes scrolling down to buy other ammo.
What helps is that Borderlands allows you to scroll up and down with the W & S keys of the AWSD movement keys (and annoyingly, this feature isn't naturally present in the sequel). So you can scroll with your left hand and press the NumPad Enter key with your right.
In my case, I've remapped ` to Enter, so I can move down the list, highlighting with the cursor and pressing Enter with my left hand, instead of moving it to as far as the central Enter key or taking my right hand off of the mouse. You can do the same with a simple AutoHotKey script like:
Another AutoHotKey script is something like the following, to spam Enter for you:
[Under the "#IfWinActive Borderlands" directive.]
+Enter:: ; Shift-Enter
while GetKeyState("Enter", "P") ; While the key is being held down physically, loop the following.