This question has come up in the past, and the response is the same:
The (MM-DD-YYY) date format in use on PCF (and before that on EF) is a forum-wide setting, and unfortunately cannot be customized on a per-user basis.
This format was chosen by MindBuster, the founder and original admin of EntropiaForum (which of course would later become PCF). Over the years, most of our members have grown accustomed to the date format utilized on the forum, including those members from Europe or other places where the more common (DD-MM-YYYY) system is used.
To change to a different date format would probably cause more confusion that it would solve at this point.