Just bought a Honeywell RTH230B programmable thermostat. I have 2 wires from a Coleman furnace model # 7995-856, this has a switch to change from heat to A/C.
Right now I have it wired as the direction indicate for heat (Rh and W). As the weather is warming up I will soon have to switch the wires to terminals (Rc and Y) for A/C.

My question is this, can I jumper (Rh to Rc) and (W to Y) so that I don't have to pull the thermostat apart to swap the wires when switching the furnace between heat and air?

Very good. This is exactly what you need to do.

My main concern was harming the thermostat.
Thank you for the help... :D