If you can't change it by Format Cells, it's likely that it's a text string rather than an number formatted as date.
Try to do the following:
Select the range of your "date"
Go to Data --> Text to Columns
1) Select "Delimited" --> Next
2) Check nothing --> Next
3) Check Date: MDY --> Finish
where MDY is your current "date format"
With the above step, it converts the text string into a real date.
Now you should be able to format it to "DD/MM/YYYY".
I use a really silly program that extracts the date to excel using US Format eg;
How can I change using a equation it to;
I've tried using the Format Cells option but to no avail