Ricardo,
No Sql-Server
import java.text.*;
import java.util.*;
String sql = "";
String WdtAtual=request.getParameter("dtAtual");
SimpleDateFormat format = new SimpleDateFormat("yyMMdd");
Date date = format.parse(WdtAtual, new ParsePosition(0));
format.applyPattern("dd/MM/yy");
sql = "insert into Download ";
sql += "( DtAtual )";
sql += " values(Convert(DateTime,'" + format.format(date) + "'))";