I only know about .dat files being created when recordings are exported or archived. There is an auto-archive feature now though if you search the forums on how to turn it on.
I think the only difference is that Movies doesn't have a delete button so you put more permanent stuff in there that you want to keep. There's a setting to have a delete button in the Videos or not.
2 Hauppauge PVR-150's, Celeron 2.93GHz, 1GB RAM, 1TB Maxtor HD, Cooler Master Cavalier 2, Radeon HD 2400 Pro, gbpvr 1.1.5 Blue Skin