How to change a unchageable date cell into a desired date format

Hi. I am trying to change a large amount of cells which has the UK date format such as 15/06/1896 where it is June 15th in year 1896.

I am trying to change these dates into this date format which is in the following US date format such as 06-15-1896 for all the relevant cells.

However, the cells in the date format as 15/06/1896 do not chage at all no matter how I change the date format in the format cells option.

I was told to use the following link:

http://j-walk.com/ss/excel/files/xdate.htm

and download the xdate.exe file and execute it, but I have the follwing errors:

error2.png

I would appreciate if I could know how I can solve this problem..

Thank you very much.