If you want a way to do easy file transfer to a system with no USB, a DOM is the worst thing you can choose.
CF is really the best solution, all things considered. Get a CF adapter with a slot-bracket mount. This way, you can access the CF card from the back of the system, which is very convenient to add files, back the whole thing up, etc.
Apparently some/many(?) CF IDE adapters only use PIO mode and will be relatively slow for a P3.
CF-to-IDE adapters are completely passive, they only convert the connector. People are probably not aware of the fact that UDMA33 and up requires an 80-pin IDE cable and that CF cards are always UDMA66 or higher - if they are CompactFlash 3.0 cards from 2004 or later. Before that, CF was PIO only. And many mainboards refuse to enable UDMA at all if no 80-pin IDE cable is present. They don't just switch to a lower UDMA mode that would work with a 40-pin cable (which is not possible with CF cards anyway, they can only use PIO then).
It's nothing you need to care about, really. The much shorter access time gives a much better performance than a hard disk, even if in PIO mode.