Matt
I know you have a solution that will work so don't want to dwell too long
on this.

However, I think the text to column tool provides a neat solution to the
problem.
If I paste some dates in mm/dd/yy format from the site you refer to.
and in the second column copy down =A1 and clear the formatting
I get the following

07/07/2006 38905
07/08/2006 38936
07/09/2006 38967
07/10/2006 38997
07/11/2006 39028
07/12/2006 39058
07/13/2006 07/13/2006

Clearly as I am in the UK my system is confused and has attempted to
register those dates it can as a dd/mm/yy format.
Where it fails I get text.

If I select the first column and do DATA\TEXT TO COLUMNS
step 1 - fixed width
step 2 - no column breaks
step 3 - Column Data Format as date MDY
Finish
I get

07/07/2006 38905
08/07/2006 38906
09/07/2006 38907
10/07/2006 38908
11/07/2006 38909
12/07/2006 38910
13/07/2006 38911

Which is what you were hoping for.

Hope this helps Rob