I have a Nexus S running Android 2.3.3.
IIRC on old android version such as this there were non-wipe non-unlock methods to obtain root anyway, however I wasn't able to find them right now.
Can this be done?
Android 2.3.3 was (on all devices I'm aware of) vulnerable to the Gingerbreak exploit, which used a software hole in Android to gain root permission and therefore doesn't require wiping your device. SuperOneClick provides this as one of its root methods, making it a popular choice for rooting versions 2.3 to 2.3.3 of Gingerbread.