Make sure that you are entering dates that Excel recognizes.
When Excel recognizes an entry as a date it converts it to a number, and formats it as a date.
Go to a cell with a date in it and then try formating the cell with different date formats. If the cells change when you change the format, Excel recognized them as dates. If there is no change, then Excel has treated the entry as text only.
If text only, re enter the dates as 09-Oct-2009 for example.
Also, once a date is entered in Excel, such as 09-Oct-2009 in Cell A1:
In cell B1, put =A1+1 and B1 will show 10-Oct-2009.
This makes it easy to create a list of dates, and calculations become easier - you can subtract one date from another to get number of days, for example.
Once Excel has recognized a date, it will always store it as a number, but you can format it anyway you like, even get it to show the day of the week.
09-October-2009 is stored as 40095, and 10-Oct is 40096.
(Time is stored in the decimal part of the number, 40095.5 is half way through 09-October, i.e. 12 noon).