The data loader requires that the fields are formatted correctly, as outlined here. Here's the list:
yyyy-MM-ddTHH:mm:ss.SSS+/-HH:mm
yyyy-MM-dd'T'HH:mm:ss.SSS'Z'
yyyy-MM-dd'T'HH:mm:ss.SSS Pacific Standard Time
yyyy-MM-dd'T'HH:mm:ss.SSSPacific Standard Time
yyyy-MM-dd'T'HH:mm:ss.SSS PST
yyyy-MM-dd'T'HH:mm:ss.SSSPST
yyyy-MM-dd'T'HH:mm:ss.SSS GMT-08:00
yyyy-MM-dd'T'HH:mm:ss.SSSGMT-08:00
yyyy-MM-dd'T'HH:mm:ss.SSS -800
yyyy-MM-dd'T'HH:mm:ss.SSS-800
yyyy-MM-dd'T'HH:mm:ss
yyyy-MM-dd HH:mm:ss
yyyyMMdd'T'HH:mm:ss
yyyy-MM-dd
MM/dd/yyyy HH:mm:ss
MM/dd/yyyy
yyyyMMdd
You can format the column in Excel before using Ctrl-1 (Format Cells), then choosing the appropriate date format (YYYY-MM-DD); when you save the CSV file, they will retain the correct formatting.
If you're seeing the dates "backwards", check your "locale" under "Your Name" > My Settings > Language & Time Zone (new User Interface), or under Setup > My Personal Information > Personal Information (classic User Interface, or with Sites). If you're using a locale like UK, the date will be DD-MM-YYYY, while if you use the US locale (and some others), it will be MM-DD-YYYY. I suspect your account was simply set up with the wrong locale.