Don't convert the DateTime to a string, like you are doing at the moment. Use a Parametrized query, and pass the DateTime directly. That way, you do not have to worry about localised date format (currently dd/MM/yyyy on your PC) versus ISO (yyyy-MM-dd) on SQL Server
SqlCommand cmd = new SqlCommand("INSERT INTO myTable (dateColumn) VALUES (@DT)", con);
cmd.Parameters.AddWithValue("@DT", myDateTimePicker.Value);