Is it possible to transmit a tx over the network that does not go into the blockchain? Can I somehow create a transaction that is broadcasted over the bitcoin network but will not go into a block?

Might be handy for SatoshiDice like confirmations.

edit:
What I have in mind is transporting information over the bitcoin network without bloating the blockchain.
This has two problems:


The network still needs to remember those transactions, so this doesn't save storage space.
If someone does a double-spend attack, two nodes could believe two different things about the state of the network, depending on which transaction they heard about first. Over time, their views of the network would diverge more and more.