Found this in Excel Help:
"Changing the default country/region changes the standard settings for
numbers, currencies, time, and date to those most commonly used for that
country/region.
Microsoft Windows XP
In the Control Panel, click Date, Time, Language, and Regional Options.
Click Regional and Language Options, and then click the Regional Options
tab.
Select the country/region you want to use from the list under Standards
and formats.
Click OK, and then restart your program.
Microsoft Windows 2000
In the Control Panel, double-click Regional Options.
Use the Your locale (location) list to select the country/region you
want to use as the default.
If you don't see the item you want, first select the check box next to
the appropriate language in the Language settings for the system box.
Click OK, and then restart your program.
Note When you change the country/region, settings, such as the format
for displaying currency and date, may also change. Check all the tabs in
the Regional and Language Options or Regional Options dialog box to make
sure they are correct."
Also noticed in Help that certain date format changes will not be
applied to changes made in Format:
"Change the default date format to display four-digit years
When you change the default date format to a different format by using
this procedure, the display of dates that were previously entered in
your workbook will change to the new format as long as the dates haven't
been formatted by using the Cells command (Format menu)."
Although this refers only to four-digit years format, the last bit may
apply in other cases(CSV?) - (as long as the dates haven't been
formatted by using the Cells command (Format menu)).