I see these are available via the EFT site in SPSS and SAS. Are they also available (elsewhere?) in Stata?
As far as I know Statistics Canada doesn't provide files in a Stata format. There is a good site at UCLA’s idre (Institute for Digital research and Education) http://www.ats.ucla.edu/stat/stata/faq/convert_pkg.htm that provides information of working with SPSS, SAS and Stata files including information on how to convert one format to another.
From the Nesstar platform (http://www62.statcan.ca/webview/) you can download the file in various formats. You can even download the file in Stata v.8 and v.7.
For more information on the DLI's Nesstar, see Accessing and Citing DLI Data.