I use this for date parameters:
Select Right('0' + Cast(Day(dateRange) as Varchar(2)),2) +'/'+
Right('0' + Cast(Month(dateRange)as Varchar(2)),2) + '/'+
cast(Year(dateRange) as char(4)) as label,
dateRange as value
Then in Report Parameters Label shows up like 01/04/2010 (which is what the user sees), value is 04/01/2010 (I am in the UK so users want to see dd/mm/yyyy).
DateRange here is a smalldatetime value.