Are you sure that networking the two is out of the question?
1. You did not indicate the Windows version or pSeries machine type/model. AFAIK, every pSeries model built in the last 10 years or more has a built-in Ethernet adapter. And a Windows PC likely either has one or one can be bought for very little money. Depending on the type of adapters, a cross-over cable or some other very simple physical connection will get these two machines connected. If this is an option, try it first. If you need help with the software configuration of the networking, ask back here.
2. There is also the option of using SLIP/PPP link between the systems using a TTY serial port. It will be slow, but it will work. Each system likely has a free TTY port. The cable you need is called a null-modem cable, and the number of pins and gender on each cable end will vary. If you want more advice on this option, ask back again. The Windows configuration of SLIP/PPP is found here: MS Windows SLIP/PPP FAQ from UNET or here http://www.sics.se/~bg/telos/slipintro.pdf
And the AIX configuration is found here: Asynchronous Point-to-Point Protocol (PPP) Subsystem