Help converting DAT file which contains JPEG's

I asked my girlfriend to marry me while visiting Santa at our local mall. The head of security gave me a copy of the security camera that is over top Santa. It is a DAT file made up of JPEG’s (I think that is what it is). I want to convert it to a format that I can upload to myspace and a player like windows media so I can send to family and friends. The file is 9mb. How do I do this? Do I need a convertion software? Is so which one?

Thanks,
Brad
viva_la_revolution87@yahoo.com

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