if they're installed to /data/app which most market apps are, then i think nope, but you should be rooted as it makes it easier to use adb and do stuff with it, and yeah you can transfer whatever apps are on your phone, whether you paid for them or not is none of my business anyway.
You can also use titanium backup, appmonster or mybackup to backup your apps to sd card, and just copy them to your computer.
I use astro file manager to back up the installed apps, the backed-up apps are stored in your sd card/backup/apps, from there you can copy the apps in your pc.