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Dalaman has had a train station for over 100 years but it's never had a rail service. (The station was built in the wrong town! See here: http://en.wikipedia.org/wiki/Dalaman )
Unfortunately, there are no rail services anywhere near to Dalaman. I've scanned the relevant part of the Thomas Cook Rail Map of Europe for you: http://i37.tinypic.com/b67deh.jpg
(If your browser automatically fits the image to the window, click on it to enlarge it). The black lines are rail services. The mustard-coloured lines are principal bus services. As you'll see, you'd need to take a train to Afyon (or possibly Denizli) and then travel by bus.
The only sensible way to travel between Istanbul and Dalaman would be to fly. The route is operated by Onur Air, Turkish Airlines, AtlasJet and Pegasus airlines.