Is it somehow possible to change MANUALLY the format of a telephone number?
This is a function of your dialer and contact-saving/editing application. Various ROMs use various applications (be it AOSP Dialer, Motoblur, Sense, Touch Wiz, etc.).

You can install third-party dialers. I've never used it but this dialer supposedly supports what you're asking for. I suggest you browse around the Market for third-party dialers.