SQL Server 2000 dateformat permanent change
As stated in the comments, dates are not stored as "dates".  They are actually stored as numbers.  So there is no need to worry about that side of things.  You can change the default output though by changing your language setting.

EXEC sp_configure 'default language', '23';
GO
RECONFIGURE
GO


This is the setting for British English.  You can see all of them displayed in the syslanguages system view.  syslanguages also contains the default date format.  In the case of British English it is dmy.  American English is mdy.