Well, because constructing usable strings from a date is so troublesome,
the good folks at MS did do some other favors for you. Actually, in other
languages, what you're after is normally fulfilled by the use of regular
expressions and replace operations.

For a similar solution, VBA offers the Replace function. Check out this
demo:
'=========================================
Sub GetFullDate()
x = ReplaceChars(Now)
MsgBox x
End Sub
'=========================================
Function ReplaceChars(strString)

strString = Replace(strString, "-", "")
strString = Replace(strString, "/", "")
strString = Replace(strString, ":", "")
strString = Replace(strString, " ", "")

ReplaceChars = strString
End Function
'=========================================

Now, there's still a problem  in that months and days less than 10 cause
the returned string to change, there's that annoying PM or AM on the end
and...it's just not consistent enough. Ick!

So, to deal with this, I like to return a date format constructed in the
YearMonthDaySeconds format and get it so th eresult is always the same
number of characters. I use Seconds to make sure the returned name is
unique instead of checking the file system  and appending characters to
avoid duplicate file names. You can produce that result in a slightly
different way. Refer to the following code:

'=========================================
Sub GetDateString()

strDate = Year(Now) & _
PadZero(Month(Now)) & _
PadZero(Day(Now)) & _
PadZero(Second(Now))

MsgBox strDate

End Sub
'=========================================
Function PadZero(strString)

If Len(strString) < 2 Then
PadZero = "0" & strString
Else
PadZero = strString
End If

End Function
'=========================================