While the other answer mentioned above is technically correct, it does not give you the solution you are looking for. Although NSDateFormatter uses custom locales by default (and as such will not give you useful results), you can query a specific locale to get consistent results:
NSDateFormatter *frm = [[NSDateFormatter alloc] init];
[frm setDateFormat:@"EEE MMM dd HH:mm:ss ZZZ yyyy"];
NSLocale *en_US = [[NSLocale alloc] initWithLocaleIdentifier:@"en_US"];
[frm setLocale:en_US];
[en_US release];