How to read all files in a directory

[hungbichvo]

Dear All,

My python application is small. It reads data from a file.
My code is:
   fileName = '900128.DAT'
   dataFile = open(fileName, 'r').readlines()
I have to run 100 input files .DAT. Each time I run application, I have 
to change code fileName to a new one. For example, fileName 
= 'NewFile.DAT'.
I do not know how I can process all file with extension .DAT in a 
specific directory once only.

Any suggestion will be appreciated,

Thank you.