It isn't "changing in" "07/02/2011" because you just did cast a string to date, but that would be the default representation of a date. The representation is "MM/dd/yyyy" and cannot logically be changed due to possible errors in interpretation because it is unclear if 07 is the month or the day (this also goes for 02 in the date given).
I myself am from the netherlands and the representation there is using a dash(-) instead of a slash(/) and the date is starting with the day instead of the month. So "07/02/2011" would become "02-07-2011". The slash and dash keep it clear what the first two values represent (either day or month). Without that there is really no way to know except when the day is above 13 because there is no 13th month.
So, could you please explain what the reason is to reverse day and month? If you really want to, you can just use the Split method like:
string [] split = date.Split(new Char [] {'\\'});
string newDate = split[1] + split[0] + split[2];
You could also use a custom formatting:
string newDate = String.Format("{0:dd/MM/yyyy}", dt);
Good luck!