Bom dia Junior...tudo bem?
Feito em VB.NET
Dim cultureBrasil As New CultureInfo("pt-BR")
Dim dataString As String = "20140622"
Dim d As DateTime = DateTime.ParseExact(dataString, "yyyyMMdd", cultureBrasil)
MessageBox.Show(d.ToString("dd/MM/yyyy"))
Feito em C#
CultureInfo cultureBrasil = new CultureInfo("pt-BR");
string dataString = "20140622";
DateTime d = DateTime.ParseExact(dataString, "yyyyMMdd", cultureBrasil);
MessageBox.Show(d.ToString("dd/MM/yyyy"));