(This example is from Windows 7. I expect it is similar in other versions of Windows.)
The EPG shows the date of the current page in the top left. This uses the Windows short date format. So, if, for example, you wanted the day of the week to show as well, then simply modify the short date, as follows:
- Open the "Date and Time" item in Control Panel.
- Click "Change date and time"
- Click "Change calendar settings"
- Modify the short date. I use "ddd dd MMM yyyy" which shows as "Sun 21 Mar 2010"
Note that this will change the short date wherever it is used - in the task bar for example.