I can't say this technique works for VB4, but it works well for
me in VB3.  I usually just use a plain old text box for date
input and let the user key whatever they want in whatever format
they want.  Then I edit like this:

If Not IsDate((txtTheDate.Text)) Then
    MsgBox "Invalid Date"
    Exit Sub
Else
    'convert to a date type (variant)
    vntNewDate = CVDate((txtTheDate.Text))
    'output as desired format (if necessary)
    txtTheDate.Text = Format$(vntNewDate, "Short Date")
End If

Keep in mind that I just typed the code above in.  I didn't copy
it from a program so there may be some errors.  However, it does
so the technique I use.  The good thing about it is that the user
can key the date anyway they want to.  The IsDate function will
do it's best to decipher a date from it.