The only ways to keep xl from detecting and formatting dates AFAIK are
to either pre-format the range or enter a tick (apostrophe) with the
entry. Since you're downloading the info into xl, I don't think you'll
be able to do either of these.

OK. This is exactly what I was asking. That is, I can't change xl's behaviour.

I don't think I'm clear on what you're getting - you say your computer
is day first, but your example must be month first - since there's
only 12 months. You also say your example is for March, but May is the
5th month. Do all the dates/times you download change to "weird"
numbers when you format them as text? You may be able to use this to
gain consistency.

I am sorry, I meant May when I said March. What I get is a "general" cell
with this content for May 30th "5/30/2008 3:50:44 PM", if I change the cell
format to text, it stays the same. Excel does not consider this entry a date.
But for the next entry which is June 1st, Excel shows "06/01/2008 17:20",
the format is "personalized" and when I change it to text, it becomes
"39453.7228472222"
Since my system works with d/m/y, it does not recognize "5/30/2008" as a
date because there is no month "30", but it recognizes "6/1/2008" as a date
because "1" is January, therefore it applies the format.

What financial institution are you downloading from? I'm surprised
they only have xl as an option, or really to have xl as an option at
all. Most have CSV, which is really text, but will open in xl. Try
opening your file with notepad and see what it looks like.

I did it and it was even more strange than I expected.. it is an html file
with xls extension instead of htm.. isn't that weird? Anyway, at least now I
can add the tick marks.. thanks for the idea.