LOAD DATA INFILE '/tmp/foo.dat'
INTO TABLE bar
FIELDS TEMINATED BY '|'
LINE TERMINATED BY '\n'
(col1, col2, @col3, @col4, col5)
set
col3 = DATE_FORMAT(@col3, '%m/%d/%Y'),
col4 = DATE_FORMAT(@col4, '%Y-%m-%d')

http://dev.mysql.com/doc/refman/5.0/en/load-data.html

Came across this nice snippet @ mysql.com

Date formatting with LOAD DATA INFILE

mysql, data, csv

MySQL