On the monthly view, the current time is controlled in approx. line 396 of index.php - for site and language compatability, this should really make use of one of the _DATESTRINGx constants in language/your_lang/main.php.
Otherwise, for internal processing, CPGNuCal uses the format YYYYMMDD for consistency in processing and cannot be changed, but that shouldn't impact on what is actually displayed.
Server specs (Server OS / Apache / MySQL / PHP / DragonflyCMS):