If you're not using parametrized queries, please rethink your strategy.
My guess is you're converting your DateTime object explicitly or implicitly to a string. This can lead to the problem you have here.
If you do not want to use parametrized queries (again I urge you to do so) you can use this in your query:
DateTime mydts = DateTime.Now;
"... TO_DATE("+mydts.ToString("dd/MM/yyyy")+", 'DD/MM/YYYY') ...."
Look up the TO_DATE function in google.
For testing purposes, try this in Oracle:
Select TO_DATE('26/02/2010', 'DD/MM/YYYY') from dual;
this will go wrong (ORA-01843):
Select TO_DATE('02/26/2010', 'DD/MM/YYYY') from dual;
Again, again and again: USE PARAMETRIZED QUERIES ! (Lookup "SQL injection" in google.)