Leanne, thanks for your reply.
I have contacted technical support and got this answer:
"While that is intended to be the expected behavior in EndNote X2, we have not extensively tested EndNote with foreign language versions of Windows Vista, and thus it is possible that an incompatibility exists that we didn’t know about.
I’ll try to investigate further, but for the moment there isn’t any way that I know of to change the date format within EndNote manually."
I hope they will fix this soon.
Kind regards,
Vladimir