Evidently no support for the mmddyyyy date format

Today I tried every permutation of the DateStyle parameter I could find, and
still cannot get PostgreSQL 8.3 to accept dates in the format mmddyyyy.  I tried
setting this in the postgresql.conf file, and also in psql using "set datestyle
to <style>".  So, am I correct to conclude that it is not possible to configure
to accept dates on the mmddyyyy format?  I know I can probably use the to_date
function, but this would involve changing a multitude of queries, which is what
I'm trying to avoid.

-Thanks