You need to use the program called regedt32.exe available on Windows NT 4 and Windows 2000 computers [and maybe on XP].

This will allow you to attach a .dat file as a NT Registry HIVE.

Start REGEDT32.EXE

Determine the Registry "Hive" you want your ntuser.dat hive to appear under
e.g. HKEY_USERS - select this window from the four shown.
Then click on the "root" of the HKEY_USERS hive window.
Then go to the Regitry Menu select "Load Hive"
Browse for the NTUSER.DAT file and clock ok.
When asked give a "key name" enter something like "myhive" then press enter.

This will then add the NTUSER.dat registry file/hive as a new "subkey" called "myhive" under HKEY_USERS.
Leave REGEDT32 running [minimise it].

Now load and run REGEDIT.EXE [the normal XP registry editing tool],
expand HKEY_USERS and you will see myhive there, browse down to the part of the registry tree you want and copy/export it as per usual.

When finished with the hive, exit REGEDIT.EXE, and switch back to REGEDT32.EXE and click on the myhive subkey, ensure the subkeys under myhive are all closed.
Then go to the Regitry menu, then select "Unload Hive".

It will then unload the ntuser.dat from the registry and you can now delete or whatever the file ntuser.dat.