There are several errors in your MWE. I have corrected them and included a short example bib file with package filecontents (for the manual type texdoc filecontents in your command line).
Please have a look for the bibliography style: natbib is the name of the package, you ment natdin I guess. Macro \bibname needs only the name (here: \jobname) of your bib file. Leave out .bib (Explanation: If you store the MWE with the file name mwe.tex your created bib file will be named mwe.bib).
Corrected and pretty printed MWE:
%http://tex.stackexchange.com/questions/85424/bibtex-cant-open-style-file
\RequirePackage{filecontents}
\begin{filecontents*}{\jobname.bib} % writes bib file.
@book{adams,
title = {The Restaurant at the End of the Universe},
author = {Douglas Adams},
series = {The Hitchhiker's Guide to the Galaxy},
publisher = {Pan Macmillan},
year = {1980},
}
\end{filecontents*}
\documentclass[12pt]{scrartcl}
\usepackage[comma,authoryear]{natbib}
%\usepackage{natbib}
\begin{document}
Blablabla \cite{adams}
\bibliographystyle{natdin} % natdin alphadin
\bibliography{\jobname} % use file \jobname.bib for bibliography
\end{document}
`, they'll be marked as code. Alternatively, use the "code" button (with "{}" on it). – doncherry Dec 4 '12 at 3:48natbib.bstfile. The standard ones areabbrvnat,plainnatandunsrtnat. – Guido Dec 4 '12 at 4:30