how to format date data

I have a problem. I have date data in column A. Cell A1 reads January 2000. Cell A2 reads February 2000. This continues all the way down until June 2006. Moreover, the data reads this way but it hasn't been formatted.

I would like to be able to format this data so it is in mm/dd/yyyy format but I can't since it was entered like January 2000. I have to do this. However, I don't want to do this one by one. Is their any short cut to accomplish this task? I might be missing something simple.

Thank you in advanced for any assistance on this one.

Follow these steps:

1/ Place the cellpointer on the top cell in column A.
2/ Hold the Shift and Ctrl keys and press the down arrow key simultaneously to select the whole range.
3/ Select the format on the menu tool then Cells
4/ Select the Custom format option from the dropdown box
5/ The mm/dd/yyyy should be in the format type window (on the right) if not just type mm/dd/yyyy and you should be right.

Hope this helps.

No luck. Maybe I am doing something wrong. Anyways here is a sample of what I am facing.

You can select and copy an empty cell, then select the date cells, and do Edit > Paste Special, Values, and then format as you wish.

Or select the cells, do Data > Text to Columns, (Next), Delimited, (Next), check Date and select a date format, Finish.

Thank you so much. This will save a lot of time.