Formatting is not part of the date data type in SQL server.
Your options are along the lines of the following:
1) Use varchar(20), stored procs and views to format and persist the date as text
2) Format the date on the client.
Number 2 is the much better solution as you still get the benefit of sorting, data size etc. with SQL server.
You can view the MSDN docs on date formatting
here.[
^]
Cheers.