First off: don't even try.
If you start playing with the system date format you will affect a heck of a lot of other programs on the computer and annoy a lot of users. If an application tried to do that to my PC, it would be uninstalled with extreme prejudice, and I'd be looking for my money back.
If your app needs a specific date format, then provide it the formatting information when you display data, and use the appropriate format when you read date info from the user (but even then, you will likely confuse and annoy him if it isn't what he is used to on his computer - it's best to take input in whatever the user is used to).
Formatting for different cultures isn't difficult, and specifying an absolute format for dates in output is really easy:
Formatting a DateTime for display - format string description[
^] shows the bits you need.
But changing overall system settings? Bad idea - and that's why it's not easy to do any more!