Sorry for all the Tag confusion on the top.
Now
Thirdly, you could create a site that has a page of links. Those links would be to the server where the mainframe FTPs the files. This way the mainframe isn't trying to connect to the Sharepoint server. (mainframe >> ftp-server << Sharepoint == quick and dirty out-of-the-box solution). Our FTP server will be decommisioned soon so we may not able to do it.
Second, you could create a custom webpart that uses a connector to talk directly to the mainframe (Sharepoint >> mainframe == expensive custom development).( Need to investigate. At present have no idea about it.If you can help with few examples it would be great)
What about the Email option to Lists in a share point site.Will mainframes be able to email to share point site directly?
Need more suggestions.