This works:
as.Date("22JAN2010", format="%d%b%Y")
>"2010-01-22"
This doesn't:
as.Date("22MAR2010", format="%d%b%Y")
>NA
It breaks on MAR, MAY, OCT and works for JAN, FEB, APR, JUN, JUL, AUG, SEP, NOV, DEC.
Coincidentally, my Windows 7 OS language is in Dutch, for which the date abbreviations would be MAA, MEI, OKT. But those don't work either.