Change Date/Time format in the Screen Shot filename?
It's using the system's standard date/time display format which you can customise in the 'Formats' tab in System Preferences → Language&amp;Text 

Or, it might be quicker to just change the time display of the clock to 24-hours mode: System Preferences → Date &amp; Time 

(I have OS X 10.7.5, so it may be organised/worded slightly differently in newer OS X versions.)