I don't know. I do not have a file association for .DAT files (Start / Control Panel / Default Programs / Associate a file or protocal with a program/ then scanning the list for .DAT). I assume you don't either. Your best bet is to contact whoever sent you the file and find out what program was used to create it - then maybe you can either get the program or find a reader for that program. Good places to look once you know the program are www.tucows.com and www.download.com. Here for example is one option for opening certain .dat files that may or may not work with yours (since MANY programs produce them and, again, you need to know which program produced the file): http://www.winmaildat.com/ (since you say it's a winmail.dat file I have hopes this link might actually work). If it doesnt, and if you find the name of the program that produced the file, we may be able to help you find something to use to read it with - but we need that name (and version number).
Good luck and I hope this helped.
Lorien - One - MCSE/MCSA/Network+/A+