Is it possible to label a DNA molecule using a radioactive sulphur?
Yes, it is possible, and indeed this was the standard labelling procedure used in early Sanger sequencing.

You synthesise DNA using a deoxynucleotide with a sulphur replacing an oxygen on the α phosphate as shown below. This phosphate forms the phosphodiester link in nucleic acids so the sulphur is incorporated. 

The image is of dATPαS
 


response to David's comments

Please note that:


DNA does not normally contain sulphur.
This technique is for in vitro labelling of DNA; as far as I am aware it isn't possible to label with sulphur in vivo.