No, DNS is a link between the user and your server. A DNS will take me typing in "boobs.com" and hook me up to the IP that it's with. There's nothing you can do server side to decrease DNS time - it's your users route to accessing your computer.
You might be mistaking DNS for main server speed. This will be affected by how well coded your site is and how big each page comes in at. You can use tools such as
http://tools.pingdom.com/fpt/ to check your website's load speeds. Some providers might offer slightly better speeds, but a lot of it comes down to sit optimization.