I'm afraid the issue is a bit more complicated.
First, and most important thing: the notes are added, and also generated, by avast! Mail Scanner Service. This service runs under LocalSystem account. Now, if you go into Control Panel / Regional and Language Options and configure the date format there - it will affect the programs running under your user account, but not this service (a bit more technically, I can say that the date format is stored in HKEY_CURRENT_USER registry key; but LocalSystem account sees a different "current user" key than the ordinary user).
So, to configure this date format, you'd have to modify the value sShortDate in the following key:
HKEY_USERS\.DEFAULT\Control Panel\International
(You probably want to put the value d.M.yyyy there - or you can copy it from your account settings, i.e. from the key HKEY_CURRENT_USER\Control Panel\International).
Second, after you make the change, it's necessary to restart the computer (or at least avast! services).