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We don't really write code for other people on this forum. We just help if there's a specific problem. Your problem seems to be that you don't know how to program, so I'll help you by suggesting that you start from some Java tutorial.
If this is just a poorly phrased question, here's some tips:
1. Read the .dat files in the standard way (I'm assuming they're text files)
2. Tokenize in the standard way (or use .split())
3. Insert into MySQL in the standard way (make sure they're all in the same transaction)
Part 1. Search for the topic "File Input Output with java". There are many very efficient ways to do this.
Part 2. Search for the topic "Tokenising and Regular Expressions with java"
Part 3. Search for the topic "JDBC Connectivity"
There are thousands of examples and tutorials available on the net. Try it out and if you still have problems post them here.
Here let me help you out. Read this tutorial/example it contains reading/writing from text files and using the tokenizer:
[Reading Writing text files.|http://www.javapractices.com/topic/TopicAction.do?Id=42]