Thats just fine.
Dates in MsSql are actually stored as binary fields packed in a special manner so as to be readable as dates. The query analyizer and such show the default decoding of the date (your first note).
I suspect the second is PHP default date decoding.
I have not used PHP in a bit, so I am hesitant to recommend exactly how to handle the date, you might want to go ask in that forum. But there is no database or user error here.