The file extension DAT (arbitrary data) is used to define files that are not associated with any particular application. There may be several reasons why you would want to convert a DAT file to an EXE file. For example, e-mail attachments are often changed to DAT files. Thus, your friend may send you an application with an EXE extension (e.g. gamerun.exe) and your e-mail provider may convert it to a DAT extension (e.g. gamerun.dat). You will thus want to convert the file back from DAT to EXE. This can be done, provided the file was originally an EXE file.
Save the DAT file to your desktop.
Click "Start" and "Computer" ("My Computer" in Windows XP).
Click "Tools" and "Folder Options."
Click the "View" tab in the "Folder Options" window.
Uncheck the box next to "Hide Extensions for Known File Types."
Right-click on the DAT file that you saved to your desktop and change the file extension from ".dat" to ".exe." For example, the new name of the file might read "gamerun.exe."