DAX Error ’05 03 09 is not a valid date’

In previous versions of Windows, like 2000, ME and XP before SP2 update, I had no problem setting up my personal preferences in Windows to display the date as yyMMdd, or yy MM dd (1 space between each). Now I get the message “DAX error (specific date as per yy MM dd, like 05 03 09) is not a valid date” It seems to occur every time there is a connection or startup of a program. I could not find help from Windows Online Help. How do I correct this?