Not that I know of - I've even checked that the hidden "Testing" menu doesn't let me do that (type *#*#4636#*#* into the dialer, no need to press call at the end. Some phones have it removed. Don't change any setting you don't understand!).
Also locking to a particular basestation need not mean locking onto a particular frequency - all basestations have a range of frequencies available to them, and if you could lock the frequency it would reduce your chances of having a channel available when you needed it.
And that's GSM (2G). If you turn on 3G that works in an entirely different way (it's technically Code Division Multiplexed Access), and locking to a frequency wouldn't make sense even in principle.
Sorry if that's a very long-winded way of saying "no", but I wanted to explain why I think it very unlikely that such a thing would actually be available.