Open up any explorer window (where you view your files) Then go to the View menu on the top. Select "Folder Options..." Then select the File types tab. This allows you to setup which file extensions are associated with which programs. So find the .dat extension in the list and change the properties so that it is not associated with any programs. No next time you click on system.dat the window asking you which program you want to use to open it will pop up. Also in that window, there is a little check box which says "ALWAYS USE THIS PROGRAM TO OPEN FILES OF THIS TYPE" IF you uncheck it then the file extension will remain unassociated with any program you try, thus allowing you to try several programs without having to do the old folder options bit.
HOPE THIS HELPS.