I believe in this case the SdFatUtil.h was originally part of the SdFat library the sketch requires:
* needs SD Fat library too https://code.google.com/p/sdfatlib/
The Google Code link is a good indicator this is a very old sketch. As you probably found, that Library is now developed here:
Or the more recent work here:
But they do not contain a file SdFatUtil.h anymore. The file of that name in the Arduino SD library is in some way related to the SdFat project so hopefully things will work but I don't think it was the author of the sketche's original intent for that to be used, thus the difficulty you've encountered.