The way to handle this typically is to do your server side bindings and validation - if an invalid date is input the date binding will fail and give you a binding error. If you follow the typical examples in the Web Connection docs using business objects an invalid date will never make it through a save due to the validations.
Another option - and a good on IMHO - is to use the DatePicker control which will encourage users to pop up the calendar to pick dates. The calendar will ensure the date's in the right format.
Finally you can also write some JavaScript validation that can check for date formatting. This is easy if you're only dealing with US dates (ie. numbers and / input chars) and validating the final date to be valid, but it's a one time manual process. If you search you can probably find one.
+++ Rick ---