Format Function, Isn't Formatting.

I have:

VB Code:

strFileName = MyPath & Chr(92) & "activity_" & Format(System.DateTime.Now, "MM-DD-YYYY") & ".csv"

And for some reason the format part is returning:
07-DD-YYYY

And not, 07-25-2003.

I can't seem to figure out what is wrong. Any ideas?

VB Code:

Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click
        Dim tm As Date = Date.Now.ToLongDateString
        MessageBox.Show(tm) '/// this returns 25/07/2003 on my system
        '////////////////////////////////////////////////////////////
        '/// now you need to use FormatDateTime if you want to do the vb6 way.
        MessageBox.Show(FormatDateTime(Now, DateFormat.LongDate)) '/// this returns 25/July/2003.
    End Sub

obviously in some regions the date shows as 07/25/2003 , but in the UK where i am it's 25/07/2003 .