Just so everyone knows... I found the answer. We updated the registry in Windows 2000 to include the "odd" file extensions as standard.

Here are the instructions

Change to the Windows registry:

     HKEY_LOCAL_MACHINE\Software\Microsoft\Jet\4.0\Engines\Text\DisabledExtensi
on

       Double Click the DisabledExtensions file and a popup window will appear.  In following if the existing strings format add the file extension string you want to use for your export             routine.

       Example:  This is the default string , !txt,csv,tab,asc,htm,html.  If you add additional extension strings to this it would look like this:  !txt,csv,tab,asc,htm,html,dat,out,ok

     You must have administrative rights to perform this change.