Here is an example
This will look fine if you open the csv file in Excel but if you need to import this data into a database you might get an error that the format is not correct.
What you want is the data to be in this format
If you use Format Cells and then pick Date you will see that there is no mm/dd/yyyy format What you have to do is pick the Custom Category and click on the m/d/yyyy format
Click OK and you are all set, you will see that the dates are now in mm/dd/yyyy format
Let me just mention that the problem was not the conversion in SQL itself but a tool that did the import choked
BTW SQL Server can do this fairly easily
If I run the following
I will get this as output
That of course is just a date, if you want mm/dd/yyyy format, you can use convert and style 101...
And here is that output