Set the pivot table to preserve formatting:
--On the pivot toolbar, choose PivotTable>Table Options
--Add a check mark to 'Preserve formatting'
--Remove the check mark from 'AutoFormat table'
--Click OK
Depending on your version of Excel, you may also have to enable
selection (From the Pivot toolbar, choose PivotTable>Select, and click
on Enable Selection)
Other things to try -- if they don't work, you could record a macro as
you refresh and reformat the pivot table. Then, run that when you want
to update.
--Instead of selecting the cells to format the numbers, right-click the
field button, and choose Field Settings. Click Number, and choose your
formatting options there.
--Before formatting cells, use the selection feature to cells. For
example, move the pointer to the top of a column in the pivot table
(just above the column's heading cell). When the black arrow appears
(like the one that appears when the pointer is over a column button),
click to select the column in the pivot table. Then apply the formatting.