Hmm.. Doesn't work correctly in FB 5.5.0.707 either. My regional settings Date format is correct at dd/MM/yyy (08/06/2008 - English (United Kingdom)). I wonder if this is an XP SP3 issue?
Going on this information, if you go to Project -> "Project Global Script" in the FB IDE and insert SetLocale(2057) into the VBScript section, it should fix the problem for all scripts in your project.