I have had a quick look but have not found anything in the way of settings or market downloads that can do what you request.
Now if you had a geek friend who could root your phone and gain SU access over a terminal, he could possibly replace the keyboard tap sound with the iPhone one, but that might invalidate warranty...
Alternatively, one of the myriad keyboard replacements might give you the ability to change tap sounds, but don't quote me on that as I do not use them (the keyboard on the T-Mobile Pulse / Huawei U8220 is the most functional I have seen yet and I would be loathed to change it).
Phil.