I have yet been able to find a way to change it as well. When pulling together reports I am sorting out just the data I need from the CDR and dumping it into Excel.
I have found an Excel formula that will convert the UTC time for you. The formula to convert to EST that I use is =(A3/86400 + 25569)-5/24. For the date the formula I use is =A3/86400 + 25569. A3 is referring to column that has the UTC time Stamp.
Typically I will set column B as the Date and column C as the time. You will need to format your date column as MM/DD/YYYY. The time column will also need to be set. I use HH:MM:SS AM/PM because my end users don't understand 24hr time.
Hope this helps some.