*.DAT files are the format the files use for downloading in programs like Kazaa.
What I did was to add Windows Media Player as the file type association for DAT files. In XP
this is done by clicking on My Computer, then when that window pops up Tools, then Folder Options. When the Folder Options window opens, click the third tabcalled File Types. Scroll down till you find the DAT extension or add it if it's not there. Then click the open with tab and scroll down till you find the Media Player icon. Now when you click on a DAT file, WMP will open and try to play it. Keep in mind you might need to have most of the file downloaded for it to open and whatever program is downloading the DAT file must be closed for WMP to open it.
Hope that helps....
I don't care if the sun don't shine, I do my drinkin in the evening time when I'm in Rhode Island