If the 2nd company is happy for you to access their content in an IFrame then they need to take the restriction off - they can do this fairly easily in the IIS config.
There's nothing you can do to circumvent it and anything that does work should get patched quickly in a security hotfix. You can't tell the browser to just render the frame if the source content header says not allowed in frames. That would make it easier for session hijacking.
If the content is GET only you don't post data back then you could get the page server side and proxy the content without the header, but then any post back should get invalidated.