Problem Setting DateStyle

I want to have the DD/MM/YYYY date format in my database without to specify it with:
SET DateStyle='SQL, DMY' at every query.

I tried to modify it in postgres.conf >>> datestyle = 'European' or datestyle = 'SQL, DMY'
and I tried to make
alter database test5 SET DateStyle='SQL, DMY';

.... none of these worked.

If I run in a session
SET DateStyle='SQL, DMY'
then it is ok for that session.

How can I make it default for the whole system or at least for some databases?

OS: Suse 10, pgsql 8.0.3.

Regards,

Andy.