DATETIME only allows three places of millisecond precision. You'll either need to trim the trailing places beyond the first three milliseconds or if you're using any version of SQL Server 2008 or later you can use DATETIME2.

DATETIME2 allows up to seven places of millisecond precision and the precision level can be explicitly set for your table or query. Further details and differences can be found at datetime2 (Transact-SQL).

You can verify by executing the following CAST query:

SELECT CAST('2015-12-02 20:40:37.8130000' AS DATETIME2)

SQL Server can implicitly cast strings in the form of YYYYMMDD to a datetime - all other strings must be explicitly cast.

Here are two quick code blocks which will do the conversion from the form you are talking about (MMDDYYYY).

Version 1 uses unit variables:

DECLARE @input VARCHAR(8)
      , @mon    CHAR(2)
      , @day char(2)
      , @year char(4)
      , @output DATETIME

SET @input = '10022009'   --today's date

SELECT @mon = LEFT(@input, 2)
     , @day = SUBSTRING(@input, 3,2)
     , @year = RIGHT(@input,4)

SET @output = @year + @mon + @day 
SELECT @output

Version 2 does not use unit variables:

DECLARE @input CHAR(8)
      , @output DATETIME

SET @input = '10022009' --today's date 

SELECT @output = RIGHT(@input,4)
               + SUBSTRING(@input, 3,2)
               + LEFT(@input, 2)

SELECT @output

Both cases rely on SQL Server's ability to do that implicit conversion.