Control and fix date format problems on AS/400 SQL

How can you set up AS/400 SQL to fix this query:
Select SDATE from Library/file 
  
DATE-HEADING 
11/01/39 
12/02/39 
+++++++ 
++++++++ 
++++++++ 
AS/400 SQL does not handle dates > 2039 
To eliminate this behavior, you must specify a date format (eg, *USA) that supports a 4-digit year value. Each DB2 for iSQL interface has a way to control the date format, for instance, the DATFMT parameter on the SQL precompiled commands.

This was first published in March 2009