Looking at the DateTimeFormatInfo documentation, it appears that all the standard formats have colons in them, which makes passing them on a url unpleasant/impossible.
If you need the date and time, I would use DateTime.Ticks.
If you only need the date, use HttpServerUtility.UrlEncode(date.ToShortDateString()).
Update: Rick Strahl has discussed this issue before and has offered a solution on his blog.