I've had to do this in the past. I don't have Excel on this OS X machine as I type, but I seem to remember it was an option you could set on a per-workbook basis.

Go to the "File" menu, choose "Options," and then look in "Advanced" as I recall. There's an option to set behaviors "when calculating this workbook" or some such, and in there I think you can set the default year or century for your dates. 

I'll try to check on a Windows PC tomorrow.