"Depending on the date format of the cell it will enter those delimiters in."
It is just displaying the date that corresponds to the number enterd. i.e. 500 displays the 500th day since 1/1/1900 ? 5/14/1901.
"If I enter the delimiter in it will work fine but I am trying to avoid that.."
That's why I recommend Chip Pearson's solution.
http://snipurl.com/3olx
"This page describes the VBA procedures that will allow you to enter dates and times, without having to enter in the "/" or ":" separators. For example, you could enter 9298 and get the valid date 2-Sep-1998. Or you could enter 1234 and get the valid time 12:34:00 PM.
These methods use the Worksheet_Change event procedure to catch changes made to the worksheet."