Terminal Services

Have a user that uses terminal services to access a database at our main site. This user needs to download information. Here at the main site, we download information to the database using dial-up. We would like the user at the remote site to download the information to the database(take over the job of downloading). My question is: Is it possible to use a modem from the terminal services user’s workstation to do the download. Sounds impossible, but just maybe…. Putting a modem on the terminal server is out of the question. Thanks.