Okay...
DAT files NOT = options screen.
DAT files are generally just files used by something. Even Windows uses them for temporary storage.
The idea is that after you've done the control screen, you want your application to REMEMBER those controls.
So you make a file (could be .DAT, could be .Anything really! You could have .xyzxyz if you wanted!), and you save all the crap you need into it.
As for the control screen itself.. Welll... Let's just say about a thousand IF blocks or a few inkey$() commands... um..
[img src=http://blanky.pt-web.net/ddd.gif] >::p