Found a solution...

setlocal

for /f "tokens=2 delims=/- " %%f in ('date /t') do (set mm=%%f)
for /f "tokens=3 delims=/- " %%g in ('date /t') do (set dd=%%g)
for /f "tokens=4 delims=/- " %%h in ('date /t') do (set yy=%%h)

for /f "tokens=1 delims=:" %%i in ('time /t') do (set hh=%%i)
for /f "tokens=2 delims=:" %%j in ('time /t') do (set minutes=%%j)

exp system/manager full=y file=%sid%_%mm%-%dd%-%yy%_%hh%-%minutes%.dmp

endlocal