If you mean, give you the ability to right click and have the option "Enqueue in Media Player" you will first need to assosiate this type of file with media player. You should be able to queue them up normally by simply dragging the file onto the playlist.
Associating dat files with media player is farily simple. If it is not currently associated with any other program you can simply double click on the file and select media player from the list. Remeber to make sure the "keep association" tick box is ticked. If it is already assosciated with another program you will need to first remove the current association by looking in the view/options/file types menu and deleting the dat entry from the list.
