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 lack of a train service is further confirmed by the route listings of the Turkish State Railways:
http://www.tcdd.gov.tr/tcdding/yurtici_ing.htm
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.
Chris