There are softwares for converting like Advanced XVideo Converter. I am not sure if there are any free ones. You will find a lot in the internet. Do a yahoo or google search and download the freeware if any. Sometimes the freewares will have restriction so check it first before downloading.

http://www.aoamedia.com/Convert_DAT_to_WMV.htm

Try the above link. You can download a fully working trial version.