If your pivot table is already created, select a cell within the table and
click on the Pivot Table Wizard Button. Select the Options button, deselect
the AutoFormat option box and select the Preserve Formatting option box.
If just creating your pivot table, at step 3 of 3 of the wizard click the
Options button and do as above.
Note: when formatting the table, if you have any categories in the "Page"
section, make sure it is set to "All" and not filtered otherwise it keeps the
original format set for each Page criteria. Took me a while to figure out
why it kept changing when I changed the criteria.
