you probably have windows set to hide known file extensions which is the default setting. so your atifix.bat is actually named atifix.bat.txt. it's something that really annoys me about windows, but apparently MS thinks it's a good idea. rather than have you turn off hiding file extensions, it might be easier to open a command prompt (start-> run -> type 'cmd' and press enter)
then in the command prompt, type 'cd c:\Program Files\LucasArts\Star wars JK2 Jedi Outcast\Gamedata' and press enter
then you should type 'expand atioglxx.dl_ atioglxx.dll' and press enter
obviously not typing any of the quotes in.