Computational Grids have been proposed as the next generation computing platform for solving large-scale problems in science, engineering, and commerce. There is an enormous amount of interest in applications, called Grid Workflows in which a number of otherwise independent programs are run in a "pipeline". In practice, there are a number of different mechanisms that can be used to couple the models, ranging from loosely coupled file based IO to tightly coupled message passing. In this paper we propose a flexible IO architecture that provides a wide range of mechanisms for building Grid Workflows without the need for any source code modification and without the need to fix them at design time. Further, the architecture works with legacy applications. We evaluate the performance of our prototype system using a workflow in computational mechanics.