Ah, I see now, sorry.
Must admit that I do not know the answer to this question. I always thought that Java assumed a 'standardised default' for each Locale and did not actually take any account of the platforms settings. Also, I do not think that the language exposes this information anywhere; I have not conducted an exhaustive search but cannot find anything in the System and Toolkit classes that would seem to give you access to this setting.
It may be worthwhile searching to see where this setting is exposed throuhg the win32API. That way, you could always write native code to read the setting, access that using JNI and then make use of the setting. That would still leave one problem IMO; what would you do if the user changed the Windows date setting? Alternatively, you could use a ResourecBudnel to parameterise the date string. That would be far easier to implement and allow the user to establish their own (horror) defaults - assuming this is acceptable given the requirements of the application.