Hello Eric,
Here is one workaround:
1) Copy the data from the website and paste into Notepad
2) Save the TXT file
3) In Excel, open the TXT file and a Text Import Wizard will start
a) specify Fixed Width, proceed to Step 3 where you can tell Excel that the
first column is in mm/dd/yyyy format
b) when the TXT file is converted to Excel, the first column will now
display dates in your dd/mm/yyyy format

When, Oh when, will we all use the logical yyyy/mm/dd date format and end
all this US vs Rest-of-World date format problem?

best wishes
--
Bernard V Liengme
Microsoft Excel MVP
http://people.stfx.ca/bliengme
remove caps from email

"Eric" wrote in message
...
When I import the data from following link, its date format is mm/dd/yy
instead of dd/mm/yy, therefore, the cell will recognize 03/10/09 to be 3
Oct,
2009 instead of 10 Mar, 2009, however, the recognized error occurs on
03/17/09 for a valid date format. Does anyone have any suggestions how to
retrieve the right date format from importing following link?

http://www.ustreas.gov/offices/domes...te/yield.shtml

Thanks in advance for any suggestions
Eric