A DateTime doesn't "have" a format: it's stored internally as a number of ticks since a fixed point in time - and it only acquires a format when it is converted to a string for presentation.
The only way to specify how a DateTime value will be shown is to use ToString with a specific format specifier:
string formatted = theDateAndTime.Tostring("dd/MM/yyyy");
Or to use a formatting string on a GridView by setting DefaultCellStyle.Format to "dd/MM/yyyy" (or similar for other controls).
Sorry - but that is how things work!