Refael,
First, this is the registry directory you should be looking at:
HKEY_CURRENT_USER\Control Panel\International
The variable in question is "sShortDate"
Second, if you have access to the PB source code, I suggest you make sure that the string formatting for dynamic sql is done like this: string(date_variable, 'yyyy-mm-dd'). It is highly unlikely to run into trouble, when this format is specified. Make sure to put '-' instead of '/' as date part separator.
This ought to fix it for good.