Hello Walter, and welcome,
If you want the data to remain in a field of the type DATE, then you'll need to adjust your Regional Settings in Windows to show (all) dates as MMDDYYYY.
However, if you want to have the data manipulated into a text file, or comma separated CSV data, with the dates shown in that way, you can avoid mucking around with Regional Settings and do it in Monarch using a calculated field.
should do the trick.
Hope this helps,