I have not seen anyone mention this capability. I also just scanned manuals for both K-x and K-r and do not find any mention of this capability.
Here are the manuals for you to browse:
http://www.pentaximaging.com/images/temp/63399407595779261272600manual_k-x_en_official.pdf http://www.pentaximaging.com/images/temp/63425760400466362725879manual_k-r_en_official.pdf
Lastly, I have heard about some folks doing "tethered shooting" using their K-x. But I think this still saves the files to the camera's memory card. Here is a link that discusses tethered shooting.
https://www.pentaxforums.com/forums/pentax-dslr-discussion/124343-k-x-tethered-shooting.html
Good luck. Let us know if you find you are able to do it.
By the way, why do you want to do that at all? To avoid buying big/expensive memory cards?
If you are buying a DSLR with the thoughts of doing "serious video work", I wonder if you should instead consider some other more suitable tool. I find that shooting video on a DSLR is still a pretty limited and frustrating experience.
- Sam