well, a .dat file could be for anything, so it's not exactly an easy question to answer without all the juicy details.
did any of these sites say what to use with these dat files? I can only assume they are romcenter .dat files, in which case the file describes the filename and a unique identifier for the file (checksum). It can then scan through your files and rename them to match your roms. Or, these dat files might be for cmpro, used to rebuild your rom collection, or they may just be plain ole data sets, such as controls.dat, which is merely a text file that describes what controls are used on what particular game. Your front end would likely use such a .dat file.