To change a date format say to yyyy-mm-dd, go to "Site Action" then "Site Settings" under Site Administration, click Regional settings.

 

But the interesting thing is when you want to have the following format: dd-mmmm-yyyy, e.g 09-December-2008. What you need to do is the following:

 

Create a Date column(Call Date1), leave it on the default view 
Then create another column for your text version date  
Call it what ever you want "Date 2" or something 
Select Calculated (calculation based on other columns) type 
Down in the Formula window insert this formula:
TEXT([the name of your number date column goes here between the square brackets],"mmmm-dd-yyyy"), Click "Ok",
essentially you have the following in brackets =TEXT(Date1,"dd-mmmm-yyyy")