How do I change the category axis number formatting in a Pivot Ch.

I have created a Pivot Chart from Excel data (Excel 2000) and I need to
figure out how to change the category axis number formatting. Currently, the
dates in the chart are showing up in long form (01/01/2005) and I would like
to change this to something shorter like 1/01. I changed the formatting of
the data in the original raw data and then in the Pivot Table, but neither of
these seemed to change the Pivot Chart formatting. When I right click on the
category axis, I do not get the option the change the number formatting (I do
for the value axis however).