Well keeping it in SQL would look something like this:
declare @Var char(8)
select @var = '20021001'
select substring(@Var,1,4) + '/' + substring(@Var,5,2) + '/' + substring(@Var,7,2)
select convert(smalldatetime, substring(@Var,5,2) + '/' + right(@Var,2) + '/' + left(@Var,4))
Similar logic...