Which particular page are you grabbing the information from on the web  site?

I've just looked at a couple of its pages at random and the dates appear to
be consistently in US format. At the moment, that is 10/09/08 or 10/08/08.

If your computer's locale is set to dd/mm/yy, you are going to need to
import the dates as strings and manipulate them from US date  format to
UK/AU/etc date format.

However, there are also some instances of time instead of date in the
columns I looked at, which you'd need to handle.