It used to be possible, but it has become increasingly difficult (if not near impossible) in the last 15 years. I'm always of the school of thought that software engineering is MUCH, MUCH MORE a mindset and innate mental capabilities towards analysis and problem solving that the completion of a formal curriculum.
That is, people either get (or have the capability of getting) things like recursion and pointers or not (independently of whether people go to CS schools or not.) I've known people with degrees in Literature or Accounting being able to code really low level crap on embedded systems, whereas I've met people well into the CS masters who still cannot grasp the idea of a pointer to a function.
But nowadays, it will be really hard for someone without a formal education to break through into the software industry. Barring an opportunity to work at a small company where they might give you a chance, I don't know how to best suggest going about it.
Good luck.
--- edit ---
I would really hesitate to hire someone without a HS degree (unless he already has a demonstratively long work record in the software field), though. I could consider someone with partial college education or with a degree not related to math, sciences or engineering if they can prove they have the analytical skills (or the math that tends to be a good indicator of analytical skills.)
It is just too much the risk. And in hiring, there is always a risk analysis trade off involved.