This is not necessarily as simple as you think: a DateTime doesn't have a format - it is just a number of milliseconds since an arbitrary point in time. It only gets a format when you convert it to a string in some way! This could be in SQL via the CONVERT function:
http://anubhavg.wordpress.com/2009/06/11/how-to-format-datetime-date-in-sql-server-2005/[
^] or in the browser if you pass a DateTime direct to display items, or in your application code if you use ToString (either explicitly or implicitly).
To complicate things further, there are up to three different locales that could be involved here: The SQL server PC where any SQL code including stored procedures are run, the web server where any C# or VB code is run, and the client PC were the browser runs. Depending on where you do the conversion and how you do it, what format you will end up with!
Without knowing how you are working, we can't say "do this" and you will get the format you want (but the user might not want)
You need to look at exactly what you are doing before we could give you a definitive answer.