Regd the .dat file

With the Web-based Yahoo! Mail service, you can attach to your email message a saved Web page or another document in HyperText Markup Language format.
When you attach an HTML file in this way, Yahoo! Mail won't display the HTML content of the attached file in the email message body.
To view the attachment, you must click the attachment tab above the email message.Yahoo! Mail and HTML
Yahoo! Mail is a Web-based service and it's fully compatible with the coding languages used to design and display Web content, including HTML and XML, Extensible Markup Language.
This means emails sent or received in Rich text or HTML format include clickable hyperlinks, graphics and other Web design elements.
However, Yahoo! handles emails with HTML attachments in a different way to email messages formatted with HTML.

About Yahoo! Mail Attachments
Like most email programs and online services, Yahoo! Mail offers an attachment feature for adding images, video clips, audio files and HTML document to email messages.
Some email programs display the content of the attached file in the email message body, but Yahoo! Mail doesn't provide this feature for any file attachment, whether it's an image, video clip or HTML document.


Viewing Yahoo! Mail Attachments When you attach an HTML document or another file to your Yahoo! Mail message, an "Attachments" button labeled with a "Paperclip" icon appears below the email address fields and above the email message body.
Clicking the "Attachments" button opens a pane containing a list of all files attached to the email. The email sender or recipient can open each attachment to view the files by clicking the file name.

Considerations

When sending a Yahoo! Mail with an attachment, always explain the content of the attachment in the main body of the email message.
A brief explanation will encourage the recipient to click and open the attachment to view the HTML document.
Bear in mind that many email services automatically block HTML attachments because of the security risk of opening HTML files, which can contain viruses, phishing scams or open Web pages with inappropriate content.
If you want to share a favorite Web page with a friend or contact, include a hyperlink to the Web page rather than a saved copy as an HTML attachment.

this will have to be a problem with the file extension.i guess you do not have the program to open the file extension that you have received.every file received end with an extension format e.g a word document file will end with a " .doc" extension,if you do not have microsoft word you may not be able to open such a file.

You should have a software application to read that kind of file in order to read what's really inside on the said file or to view his original image. but you can actually grab and launch it to gnome player or what types of player you have as long as the program inside of it is according to the specified extension file name because for your information DAT stands for Digital Audio Tape or Digital Tape Recorder. NOTE! don't try VLC because it didn't support DAT files.

WHEN YOU DOWNLOAD ATTACHED FROM
E-MAIL TO THE LEFT SIDE THERE WILL BE EXTRACT ALL FILES THEN YOU CAN VIEW THE E-MAIL FILES

For the extend.dat, Microsoft does not have a solution yet. Please refer to the link below:

http://support.microsoft.com/kb/287844

Try the steps at the link below to solve the sent email issue:

http://support.microsoft.com/kb/287497

http://www.fileinfo.com/extension/efw

some attachments won't open if you don't have the program to open it, just download it on your computer and see what file extension it does have.

Open Files with .MSG File Extension Do you want to open a message with the Outlook .MSG file extension? The Encryptomatic MSG File Viewer makes it easy access Outlook MAPI message files (.msg files) created in Outlook 2000/XP/2003.
MSG Viewer reads .msg files encoded in western characters. It will display the text contents of the .msg file on your monitor. You can also print the message, save it to a text file, and extract file attachments.

Easy to Use Encryptomatic's Outlook .MSG Viewer is simple to use. It may be optionally installed as the default .msg file handler. This enables you to display a .msg file by simply double clicking it.
Extracts File Attachments from Outlook .MSG Message Files
Users can extract and save to disk any file attachments that were included in the Outlook .msg file, a useful feature not found in other viewers of this price class. To extract email attachments, just double click on the file attachment and save it to a directory.


What it Doesn't Do
The MSG Viewer is designed to give you quick access to an .msg file's text contents, file attachments and header information. It does not render colors, formatting or graphics, and it is not a full featured substitute for Outlook. With an RTF message with colored text and font formatting, the text will appear in black and white and the paragraph formatting will be lost (as in the message above). MSG Viewer displays only Western characters.

Outlook Express does not display any message attachments if TNEF-encoded file (winmail.dat) was received. If you are expecting some attachment, but do not see any, it still can be there.

To decode such a message perform the following steps:

1. Save the whole e-mail message to an *.EML file via File, Save As, or Drag-and-drop.
2. Open the *.EML file in a text editor such as Wordpad or Notepad.
3. Locate the line Content-Type: application/ms-tnef;, and change the Content subtype to something else, such as Content-Type: application/zzz;
4. Locate the line name="winmail.dat" and change to name="winmail.tnf". You may change the winmail part as well, if desired.
5. Save the *.EML file from the text editor.
6. Double click the *.EML file from the Windows File Explorer. This will open the message in a mail window and the TNEF attachment should now be available for saving.
7. Drag the saved attachment into the Winmail Opener program. Decoded attachments will then be there and can be dragged or opened.
   

SIG File Extension

File Type Signature File Category Text Files Common? No File Description Small text file that can be automatically attached to the end of e-mail messages; usually includes the sender's name and e-mail address; for work e-mail, the signature may also include the name of the person's company, the person's titile, and contact phone numbers; some people choose to include a quote or Bible verse in their e-mail signature.

Most e-mail programs support multiple signature files; they can usually be selected from within the create new message window. Program(s) that open sig files Mac OS QUALCOMM Eudora Pro
Windows QUALCOMM Eudora Pro
Microsoft Outlook or Outlook Express