I would say yes and no..
I remember at one point of labour I thought in my head "**** pethadein(sp) give me an epidural!!" So I asked for the midwife to see how dialated I was and I was 8cm, so that encouraged me to hang on as I was so far along.

No obviously for the reason the other girls said, If I asked at that point and I was only say 2cm I probably would have felt like I couldnt keep going.