Pivot Table Sort by date

Need to sort my pivot table by month_year have tried field setting > advanced > using field > month_year but still the dates are muddled up in there order..help appreciated.

this is what i am getting

2_2005
12_2004
11_2004
1_2005

I would guess that Excel is interpreting the values you have as Text values, rather than dates, check your source data to see if the values are stored as dates, if not either change them into dates or create a new column, which converts the current field (2_2005, 12_2004 etc) into a date.