i think it's more than just the first colon the problem, I think you need to convert to format 113 - Europe default + milliseconds,
dd mon yyyy hh:mi:ss:mmm(24h)
So I would do it like this:
select convert(datetime, stuff(stuff(stuff(yourcolumn, 3, 0, ' '), 7, 0, ' '), 12, 1, ' '), 113) from yourtable