The ISO date format is probably best for this; so something like:
DECLARE @DiskStr NVARCHAR(255)
SET @DiskStr = N'C:\CollSoftware2_' + CONVERT(NVARCHAR(8), GETDATE(), 112) + N'.bak'
BACKUP DATABASE [CollSoftware2]
TO DISK = @DiskStr
WITH INIT , NOUNLOAD , Name = N'CollSoftware2', NOSKIP , STATS = 10, NOFORMAT