Use the forcegoogleFM, Luke!

http://dev.mysql.com/doc/refman/5.1/en/load-data.html
первый же коммент:
авторConverting strings into dates while loading data using LOAD DATA INFILE:

In the following example, we are trying to convert the data in the file for date columns col3, col4 in formats 'mm/dd/yyyy', 'dd/mm/yyyy' into MySQL standard YYYY-mm-dd respectively.

load data infile '/tmp/xxx.dat'
into table xxx
fields terminated by '|'
lines terminated by '\n'
(col1,
col2,
@col3,
@col4,
col5)
set
col3 = str_to_date(@col3, '%m/%d/%Y'),
col4 = str_to_date(@col4, '%d/%m/%Y')
;

You could convert into any format you want by using the date_format function around the str_to_date().

Example:
...
set col2 = date_format(str_to_date(@col2, 'format'), 'your format')