I don't think so, but you can deselect the option "Show boundary on detailed view" when editing the detailed view to get rid of the spline, then draw a circle around the detail view, if this is what you really want.
SentryDan,
Further to JA's comments....
You can then "relate" your detail circle to the view - so that it will follow any repositioning of the view. If you change the scale, just adjust the circle with the "grips".
I have to admit, that I also prefer circles around detail views. It took me a while to get used to the Pro/E type of detail.