Can you get them to allow Ad Hoc Distributed Queries? Then you can use OpenRowset or OpenDatasource.
SELECT *
FROM OPENROWSET('MSDASQL',
'Driver={Microsoft Text Driver (*.txt; *.csv)};DefaultDir=c:\users\graham\desktop;',
'SELECT * FROM [data.txt];'
Here's the recofiguring code, if you need it:
EXEC sp_configure 'show advanced options', 1;
RECONFIGURE;
EXEC sp_configure 'Ad Hoc Distributed Queries', 1;
RECONFIGURE;
go
This is a laborious technique, though -- you sure you can't use client code? Even, I dunno, VBA in Excel or something?
g.