The scenario as you described is one of the cases which are not ideal for JCA
JCA works best when a J2EE application requires information from EIS not the otherway round.
However in my book I have described a very similar scneario and how to potentially solve it.
Your approach seems right although there are too many moving parts in between. Managing the scenario will be difficult at runtime as the volume of transactions go up.
However, here's what I would suggest.. Choose a specific MOM if you haven't already done so. Preferably a JMS compliant MOM like MQSeries. This hopefully will eliminate the need for an adapter on the J2EE platform side.. a message driven bean may be enought (as you have stated).
Also I would look into session management between the adapters (the message driven bean, and the IIS based directory monitor). This will be needed to ensure there is no data loss, and request/responses are coordinated properly.
If you log on to our web site www.iconexio.com
and send us an email with a little bit more detail on platforms, MOM, etc. we can send you our integration plaform/tool for evaluation. It may help you solidify your architecture and concepts.