Not going to affect the nomination.
I doubt they can do it, but if they were better organized and there were more of them, they certainly could. The delegates that go to the convention are, in many cases, determined by the delegates from the caucuses and not the primary. If McCain does not get enough pledged delegates, then the delegates chosen could vote as they please after the first round. He does not have enough pledged delegates yet, but with Huckabee gone now too, it is a matter of time.