There is no separate setting for Excel -- it uses your Regional Short Date
system setting. But since you are having a problem with mixed dates, you might
want to consider changing your format to yyyy-mm-dd which is the ISO standard.
A couple of things that you should be aware of is that VBA is US centric (mm/dd/yy)
so dates will be treated in the US format. If you want to enter a specific date in
VBA it is safest to use the DATE function.
and Excel (not VBA) is "kind" enough to make a bad date become a good date,
so if there aren't 31 months in a year Excel will assume that was days (or years) and
change the date to a valid one -- with dates like 11/12/05 and 12/11/05 Excel
will use your Regional settings in the order you specified.