Hi Peter,
you could create batch file to transfer with one "file" or from the mainframe host.
this way RUMBA saves your requested destination. A little Macro / Script could workaround your issue.
Please have a look at the RUMBA send/receive command line option.
[send.exe | receive.exe] [x:][path]pcfile.ext [Short name:]Data-set-name
[(Member-name)] [/password] [options]

cheers