Let's pretend there is SAS on the mainframe and SAS on Unix, and you have EG that can connect to them both.
Let's further pretend, in my little hypothetical answer, that you have SAS 9.2 in both places and EG 4.2.
You *could* use the Tasks->Data->Download task to download the data from the mainframe to your PC. And then you could use the Data->Upload task to upload it to Unix. Yes, it's two hops, but you'd be surprised how fast the data can move.
I'm pretty sure that this answer doesn't help the original poster, since the environment is too different from my pretend environment. But at least the people lurking on the forum might have learned something in this otherwise "off topic" thread...
Chris