I thought I would share as I couldn't find an up to date instructions on how to do this. Test in Office 2010 and 2013

So in report add Date of Birth field and export to Excel and run.

1/ Select all the DOB's and right click and "Format Cells"
2/ Click on "Date" to pick a pre defined option or custom and enter ddmmyy in the box
3/ press ok (You'll notice nothing happens)
4/ with the fields selected press "Data" tab
5/ Press "Text to Columns" a wizard will appear
6/ Pick "Delimited" -> "Next" -> "Next" -> Make sure "General" is selected -> "Finish"

You will see all the Dates change to the formats you put in.

Hope this helps and also shows up in google search