The regional settings that Windows programs see should track the regional settings of Mac OS X. You change those in System Preferences > Language & Text (or International, on Leopard).
If you really want to use the British formats, you can set the Region pop-up on the Formats tab to United Kingdom. You may also want to add British English to the list of languages on the Language tab.
There's also a possibility that the game is giving that error under CrossOver for different reasons than it would give it under Windows. Unfortunately, that would require some investigation to figure out.
Please Note: This Forum is for non-application specific questions relating to installation/configuration of CrossOver. All application-specific posts to this Forum will be moved to their appropriate Compatibility Center Forum.
CrossOver Forums: the place to discuss running Windows applications on Mac and Linux
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