The short date format is determined by your regional settings in Contol
Panel. Undoubtedly, this regional setting is mm/dd/yyyy format. So when you
key in 12/03/2008, it is still interpreted as Dec 3, 2008 regardless of what
custom format you may have applied to the XL cell. Key it in accordance
w/the regional setting and use a custom XL format dd/ mmmm/yyyy to get the
desired format (or change the regional setting - but this is machine specific
so it could cause issues if others use your spreadsheet).
Another option if you literally want to type 12032008 and get 12/ March/2008
is to key in 12032008 (with the cell initially formatted as general), then
select your column of dates and click Data/TextToColumns, select delimited,
click next, uncheck all of the delimiter options, click next, select DMY from
format options and click finish. Then format your data w/ a custom format of
dd/ mmmm/yyyy.