Yes! The DOTx has a form to fill in that takes off the fees for sales tax and licensing fees etc.. The dealership has them there, so just ask. Remember that you have just a few days on the temporary Texas tag fro m the dealership though as an untitled vehicle. Insurance is still required though. Check out DOTx web site for those answers. They are all there.
NO! The answer above is entirely incorrect. (I have noticed that the previous responser frequently fails to address the question asked).
With whatever form he mentions, you WILL have to pay the tax is one or the other states (which is what you asked)...you cannot avoid it in both. Not surprisingly, it will turn out to be the one it ends up in and receive credit for tax paisd anyother place when it was purchased for export.