Assuming your dates are in a text file, one date per line
1) In the text file, Select All and Copy.
2) In Excel, Paste. Click the Clipboard icon that appears at the bottom right of the newly pasted cells, select Text Import Wizard..., click Next>, click Next> again, select Date: DMY, click Finish.
3) In Excel, select the date cells, select Format->Cells, select Number->Custom, enter Type as mm/dd/yyyy
Now all the dates should be in the mm/dd/yyyy format (except any that could not be imported because the month or day is out of range).