I downloaded the Common Controls Library v.3.9 (commctrl.zip)
from UT downloads and ran the following code:

setdatae()
DO Form  frmdatetimepicker.scx

proc SETDATAE
set talk off
SET DEVELOPMENT ON
SET REPROCESS TO 30 SECONDS
set notify on
set strictdate to 1
set sysformats on
set hour to 24
LOCAL ldDate, lcDate
ldDate = {^2001-12-31}
lcDate = DTOC(ldDate)
DO CASE 
  CASE RIGHT(lcDate,IIF(SET("Century")='ON',4,2)) = ;
	RIGHT(ALLTRIM(STR(YEAR(ldDate))),IIF(SET("Century")='ON',4,2)) ;
			AND LEFT(lcDate,2) = ALLTRIM(STR(MONTH(ldDate)))
		SET DATE MDY
	
  CASE RIGHT(lcDate,IIF(SET("Century")='ON',4,2)) = ;
	RIGHT(ALLTRIM(STR(YEAR(ldDate))),IIF(SET("Century")='ON',4,2)) ;
		AND LEFT(lcDate,2) = ALLTRIM(STR(DAY(ldDate)))
		SET DATE DMY
	
  CASE LEFT(lcDate,IIF(SET("Century")='ON',4,2)) = ;
	RIGHT(ALLTRIM(STR(YEAR(ldDate))),IIF(SET("Century")='ON',4,2)) ;
			AND RIGHT(lcDate,2) = ALLTRIM(STR(DAY(ldDate)))
		SET DATE YMD
		
  OTHERWISE && Not sure what to do, date format is not recognized
    
  ENDCASE 

SET CENTURY ON         && must be after SET SYSFORMATS
set excl off
set escape off
set print off
set cons on
set device to screen
set step off
set ansi on
set autosave on
set talk nowind
set compatible foxplus
set cpdialog off
set status bar off
set readborder on
SET BELL OFF
SET HEADING OFF
SET MENU OFF
SET SAFETY OFF
set exact on
set near on
set deleted on
set udfparms to reference
return

after that frmdatetimepicker form does not close: clicking to its upper
right corner causes close button to become inactive. Close button inside
form does not work also.

Is it possible to use this class without changing the setdate()
function. I do'nt want to change setdate() because my application requires those settings.