I've done it many times. I just put my antenna for my Myfi in between the shade and window and pull it halfway down. Note that depending on which way your plane is travelling and what side of the plane you are on, you may or may not get reception.
Some airlines specifically prohibit satellite radios, even though they are only receivers.
I've also used my PDA with Tomtom 5.0 and my bluetooth satellite receiver without anyone saying a word. Then again, it is easier to position the bluetooth receiver without anyone seeing it.