Between Dates Parameters

I am trying to create a query that returns a set of results from a table. I have used the between statement in the Criteria field of the query as;

Between [Type the beginning date:] And [Type the ending date:]

However, when I type the dates into the pop-up boxes as 3/1/2004 and 3/15/2004, the results do not include 3/2-9/2004. It lists 3/1/2004 then skips to 3/10/2004 and shows dates until 3/15/2004. I need it to show all dates from the 1st through the 15th. What's wrong with this?

If you are using Access, then your dates in the query must be surrounded by the hash symbol (#).

How should that look?

What I want is for the query to ask for the dates to be entered. If I type the below in, it surely won't, right? But also, when I type this into the criteria section under the date field, it returns no values when clearly there are values for this criteria inclusively.
Between "#3/1/2004#" And "#3/15/2004#"

In SQL Server you can format dates as 'yyyymmdd', so you can script something like:

Between '20040301' and '20040315'

I just did a query like this in SQL server... mine looked something like this:

SELECT col_1, col_2
FROM myTable
WHERE convert (datetime, convert (varchar, myTable.Date, 101), 101) >= @param1 AND convert (datetime, convert (varchar, myTable.Date, 101), 101) <= @param2