Assuming that the dates such as "5/2/2009" have been recognized as dates by Excel, and are not just text, then all you need to do is to re-format the relevant cells.
Select cell or cells, right-click, select 'Format Cells...'
In the format dialog box select the number tab
then select 'Custom' (at the bottom of the list)
In the 'Type:' box enter yyyyddmm (no quotation marks required)
If the cell does not change to 20090502
then post back, and include what it does show.