Set DATESTYLE='ISO' (Postgres 6.3.2)

Hi,

I am using Postgresql 6.3.2 and would like to set the datestyle to be ISO.

Here is what I did:

- issued "set datestyle='ISO' " using PQexec() after opening a connection
with the database. (no errors)
- Then checked the datestyle from psql
dbxxx=> show datestyle ;
response:
NOTICE: DateStyle is Postgres with US (NonEuropean) conventions.
- Also, when I open a jdbc connection with debug tracing on I notice that
 the datestyle is Postgres

Why so?? Is this a bug or am I missing something?

Instead of issuing 'set datestyle' command if I set the environment
variable
'PGDATESTYLE' to ISO it works fine but I would like to avoid having to do
this.
What do I need to do to get the sql command 'set datestyle' to work??
I appreciate any help.

Thank You,
SR