OK, here is a sample worksheet I just created. I preformatted Column 1 for dates (e.g. 2010-03-12).
I entered two dates. In the top cell (A8), I can change format, but the lower cell where the date has been entered with slashes cannot be changed.
When I right-click and Format the cell (for this cell), even when I choose a different date format, it will not change in the Sample above the Types for the format...