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the linked server idea should required the least amount of work on your part if the data is already stored in a sql server database. There is no need to write an application to parse it etc then put back into sql server. In your sql server (if 2005) – server object / linked servers / add – (its similar in 2000 but its a while since I used it). You will need a username with permission to the original database.
Once linked server added – to get data simply query it with the servername as first part in From statement, e.g
Select column1 from ManagersServer.dbo.Tablename where …..
You could use a SELECT INTO statement to insert it into your own database. Put it inside a task and you have automatic import from one sql server to another.
If you can not get rights to the other server – an export csv / txt file on his SQL Server to a shared folder on the network and and an import running on your SQL Server should be the next best thing