You have a couple of options. Option one is to get an external connector license. This eliminates the CAL requirement (unless these are all your systems). Another option is to pull the data rather than push (I've always thought it was dumb of microsoft to license by access but it clearly states that CALS are required for devices that access the server in question- not the other way around), in which case CALS are the other guys problem. Lastly use a web edition if you can. All content on a server running Windows Web Server must be accessible to users outside the organization that owns the server; licensing rules dictate that the product may not be used to host employee-only material (doesn't mean that data can't be encrypted or has to be meaningful to all users).
There is a complete and extensive licensing guide available here (including a CAL decision tree)
While I don' have enough information on what you need to do to tell you if it's cheaper to use a non microsoft based solution as a whole, I can say that you cannot remove CAL requirements by using an intermediary device.
If this is a web based solution you should also consider SPLA licensing, which also eliminates CAL requirements (but changes the whole pricing model)
Here is a list of the other exceptions to the CAL requirement:
If access to the instances of server
software is only through the Internet
without being authenticated or
otherwise individually identified by
the server software or through any
other means
If access is to Windows Web Server
2008 or Windows Web Server 2008 R2
If external users are accessing the
instances of server software and you
have acquired a Windows Server 2008
External Connector license for each
server being accessed
For up to two devices or users to
access your instances of the server
software only to administer those
instances
If you are using Windows Server 2008
R2 solely as a virtualization host
(you will still require CALs for your
appropriate WS edition running in the
virtual machine(s) )