I am using CONVERT(data_type(length),expression,style) function to change the format of a date in a SELECT query.
Declare @dt nvarchar(20)>
It doesn't look like DD-MMM-YYYY is supported by default (at least, with dash as separator). However, using the AS clause, you should be able to do something like:
SELECT CONVERT(VARCHAR(11), SYSDATETIME(), 106) AS [DD-MON-YYYY]
See here: http://www.sql-server-helper.com/sql-server-2008/sql-server-2008-date-format.aspx