This is no conversion, it is simply the formatting of the same datetime value which you could do on sql server side, but I suggest you do it on presentation side. Look here for format string:
http://msdn.microsoft.com/en-us/library/8kb3ddd4(v=vs.100).aspx[
^].
Where and how you can specify this format string depends on the control you are using to display the datetime value. You could also change the culture of your application or make it culture-aware, but that is not easy, and might not be necessary either in it's whole extent.