SYMPTOM:
When setting the option Number and Date Format as Portuguese (Brazil) in Strategy Web preferences, the dd-MMM-yy date format is applied differently from previous versions. In previous version, the behavior is display the months as Jan, Feb and Mar. In new version, it display as jan, fev and mar.
STEPS TO REPRODUCE:
In the Strategy Tutorial Project:
1 - Create a report with Day, Month and Year (attributes) and Revenue (metric)
2 - Move Year and Month to Page by
3 - Run the report and format the Day values as dd-MMM-yy
4 - The result should be like 01-Jan-10

5 - In Preferences > Project Default > Language > Number and Date Format > select Portuguese (Brazil)

6 - Apply and return to Grid
7 - The grid will display the date as 01-jan-10 instead of 01-Jan-10

CAUSE:
This is working as design. Microsoft made the decision that return lower case for Month format for Brazil.