I was stupid, too, but finally figured it out. Once you have a widget installed, tap on the weather icon. Then Menu button, then Widget and Themes. The BW Configuration screen should open up. In the middle of the screen, mine defaults to APPEARANCE, but if you swipe left along that black horizontal bar, you'll eventually come to WIDGET SETTINGS. Once you're there, scroll down to Date format at the bottom.
My date format is all better now, hope yours is, too!