Since nobody has attempted a solution I'll mention: 1. According to the PST-plot documentation (page 6), comments can be added after the first 2 columns but you'll need to put a percent sign before it. 2. Headers can be added; to ignore them you use the ignoreLines command (page 58) so if your header is 20 lines, then ignoreLines=20 is used. Finally, the PSTrick page I commented on above and the documentation from PST-plot (page 59-60) mentions an example with 1000 data records. Since you indicate you are using page 6 of the documentation says the \dataplot command is for lists of data created by other programs. Maybe you don't need to consider other options. I haven't used this package much; I played around and got this (light comments included):
\documentclass[11pt]{article}
\usepackage{pstricks,pst-plot}
\pagestyle{empty}
\begin{document}
\readdata[ignoreLines=1]{\mydata}{ExData} %ignores 1 line
\psset{xAxisLabel=My x-Axis,yAxisLabel=My y-Axis, xAxisLabelPos={c,-3},yAxisLabelPos={-2,c}}
% the position of your axes labels can be adjusted by changing, for example xAxisLabelPos={c,-2}
\pstScalePoints(1,.00001){}{} %the y values have been multiplied by 1/10^5 so they'll show
\begin{psgraph}[axesstyle=frame,Dy=1,ylabelFactor=\cdot 10^5,Dx=1,ticksize=5pt 0](1,0)(11,7){10cm}{8cm}%the labels have been adjusted to reflect the 1/10^5
%the (1,0) starts the first record on the y-axis
\listplot[linecolor=red, linewidth=1pt,showpoints=true]{\mydata}
\end{psgraph}
\end{document}
The data file (ExData) has this as its contents:
A useless header
1 234611 %year 2000
2 645511 %year 2001
3 345311
4 235411
5 342526
6 134525
7 145153
8 98826
9 104925
10 140153
11 178414
Output above 
\addplot table[x index=0,y index=1] {datafile.dat};– Mark S. Everitt Nov 23 '11 at 9:53