How about something along the lines of...

perl -i.bak -n -a -e 'print if $F[1] =~ /\d{5}/ and $F[1] > 713 and $F
+[1] < 99930' *.dat
[download]

You don't want the -p switch because you don't always want to print. Use the -n switch instead for the same implicit while loop, but without the implicit print.