Dates in Access do not have a format: they're stored as 8 byte floating
point numbers, where the integer part represents the date as the number of
days relative to 30 Dec, 1899, and the decimal part represents the time as a
fraction of a day.
Regardless of what your short date format has been set to through Regional
Settings, you'll still going to have to use mm/dd/yyyy (or an unambiguous
format such as dd-mmm-yyyy or yyyy-mm-dd) in SQL statements: if you try to
use dd/mm/yyyy, the date will be misinterpretted any time dd is 12 or less.
Once you have your dates in the database, put a Format on the field to
display it however you want.
You might find Allen Browne's "International Dates in Access" at
http://users.bigpond.net.au/abrowne1/ser-36.html useful reading.