I assume you are using the combobox to supply criteria to perform some query.
Typically, criteria is applied only if a value isn't supplied. .. text = " for text boxes/value is null for combos.
so,given table is mytable, field is datefield, desired format is mm/dd/yyyy and you are using SQL Server, fill your combo with:
select * from (
SELECT
'All' DateDisplay, null DateValue
union
SELECT
convert(sysname, datefield, 101), datefield from mytable
) temp order by DateValue
Set displayMember to DateDisplay, ValueMember to DateValue