We use UPS Worldship over here. I've only imported and exported a couple of times from a CD (20,000 records), but it does have a driver for SQL Server. However, I've not used it. Generally, I import with .csv or .dbf. A UPS tech once told me the fastest way to import/export is using Access, especially for large tables as Access is the default driver. The also suggested you network this machine, which may solve your problem. Maybe export to a table and set up a DTS package for imports from that table?
Be forewarned, exports are pretty slow(for us there is more data on the way out than in) and can be somewhat quirky.
As a matter of fact, Version 7.0 was just realesed and may be more user friendly than 6.0.
David