How to set nls_date_format for SQLPLUS,RMAN and DATAPUMP etc tools

C:\Windows\System32>set nls_date_format=DD-MON-YYYY hh24:mi:ss

RMAN> RUN
2> {
3>   SET UNTIL TIME "to_date('14-05-2011 00:00:00','dd-mm-yyyy hh24:mi:ss')";
4>   RESTORE DATABASE;
5>   RECOVER DATABASE;
6> }