InfoPath Dev

month = 01
day = 01
year = 2012

I need to set a date field equal to the values above.
When I tried a concat statement, the date field is outlined in red and says 'Only date allowed'.
concat(../my:Month, "/", ../my:Day, "/", ../my:Year)

Give concat(../my:Year, '-', ../my:Month, '-', ../my:Day) a try.

same error.

month is a string value (01)
day is a string value (01)
year is a string value (11)

concat(../../../my:Month, "-", ../../../my:Day, "-", ../../../my:Year)

Format of the Date field is MM/DD/YY

In your first post, you said year is 2011, and in the new post you said it's 11.  Is it 4 digits or 2? 

And your first post had ../ before the fields, but the new one has ../../../.  Why the change?

I was trying different formats to see if one worked better than the other.

Well, my formula should work as long as the year is 4 digits and the month and day are 2 digits.  If they're not, you'll need to add the 20 or leading 0 to sure them up.