> Do you mean, rename it as golf.txt?

exactly

> So far as gretl is concerned, ".dat" is 
the suffix for JMulti data files.

open http://www.jmulti.de/download/datasets/e1.dat

works ok

In  http://www.principlesofeconometrics.com/poe4/data/dat/golf.dat 

.dat is an idiosyncratic extension for a text data file

If I understand it correctly, gretl tries to open golf.dat as JMulti data file

and fails, since it is a text file.

May be, it will be useful to have some text on

renaming non-standard extensions before opening?

Oleh