Right click on your date field, you'll get a menu with the following options:
"Filter" , "Show quick filter", etc. You'll also see an option which says "Day.... May 8, 2011". That gives you a full date.
But if you want that date to have the "mm/dd/yyyy" format, you'll need to change it from the left pane. Right clicking on your date dimension provides the following option: "Default Properties/Date Format". You have a few default formats in there, including a custom formatting where you could make it mm/dd/yyyy.