AS you have seen from all the answers above, a DAT file can be quite a few different things.
It does indeed mean DATA file. And it can be any type of data. It is usually, but not always, a temporary data holding area until the data is required (most popularly in P2P programs... the dat file is the file as it downloads, when finished it changes to the real file type).
Yes DAT files can be for McAfee, and a DAT engine is part of McAfee Virus Scan, but in this instance it refers to DATABASE ENGINE...