It looks like the parameter NLS_DATE_FORMAT is set to DD-MON-YY. You could verify this by selecting
select sysdate from dual ;
If you are under NT, go to registry (start regedit.exe utility). Then go to HKEY_LOCAL_MACHINE->SOFTWARE->ORACLE->HOMEi where HOMEi is the home in which Oracle server or client rezides. Go to EDIT->String Value and name it NLS_DATE_FORMAT. Set the value for this variable to DD-MON-YYYY.
Close SQL Worksheet and start it again to test the new format. It should be 22-FEB-2001.