SQL Newbie Question about Dates

I'm just getting started with taking a web based Intro to SQL class (Not IBM
i Specific ). I'm using a V6R1 system to practice on. They gave us some
sample code to create a couple of small tables along with a set of INSERTs
to run to populate them. Everything was fine until the INSERT with a DATE
column. It appears not to like the '/' in the dates

where this fails
INSERT INTO Orders (CustomerID, PlanID, OrderDate, CancelationDate)
Values (1, 'D1002', '1999/11/11', NULL);

and this works
INSERT INTO Orders (CustomerID, PlanID, OrderDate, CancelationDate)
Values (1, 'D1002', '1999-11-11', NULL);

Is there a way to tell the system to use '/' instead of '-' ina DATE
field?

Thanks