wait i just re-read your question, you said 2 files? that can mean almost anything including VCD/ SVCD, MPEG4, or DIVX. try renaming the DAT extension to .MPEG or .MPG or .AVI and play that thing in media player or whichever your player is that you use.
the most common reason they would span a movie into 2 files is because it is meant to be either converted to (S)VCD or already is (S)VCD to be burnt onto 2 CDs.