Sorting Dates

If I had a date in the format "01-Jan-05" it does not sort properly with my sort routine:

function compareDate(a,b)
{
var date_a = new Date(a);
var date_b = new Date(b);
if (date_a < date_b)
{ return -1; }
else
{
if (date_a > date_b)
{ return 1; }
else
{ return 0; }
}
}

I guess it expects the date in mm/dd/yyyy format.

Do I have to change:

var date_a = new Date(a);
var date_b = new Date(b);

so it recognizes a correct format?