mmmm. with (1), where does this python program has to reside? Can it be placed in Zope (thus server) itself, or does it has to live on the client?
Everything is client side, so it has to reside on the client. Yes - this means distributing a program or doing it with client-side com as David Burton suggests. There are some documents about doing this on the web and presumably also in the pythoncom distribution (or the ActivePython distribution by ActiveState)
The file needs to be put on the client. I never thought on (2)... but this would imply almost the same... then I've to create an application which
will
intercept the mime-type, parses the data and sends the results in a file on a directory in the client.
I don't think I was clear. Taken that the file you make Zope return (i.e. the file arriving at the client side) is readable directly by the application, setting the application from the browser preferences would suffice. This is the same that happens when for a pdf file is automatically shown (IE does the same for MSOffice applications). The browser will open the program for you and send the file to the application. This is the same mechanism windows use by associating file extensions with programs.
I can't change the program which uses the file, because it's from the manufacturer of a system and I don't have the code of it.
I don't think you will have to change anything in the program itself. Rik