Excel 2007 : Order date chronologically in Pivot Table

I have a Pivot Table that is working great except for the fact that the dates are out of order. It is basically ordering everything by month first, day second and year third. The formatt the date is in is MM/DD/YYYY. What i would like is for it to order everything by Year first, Month second and Day third.

Thanks for any advise you can give me.

Are you sure you have real dates, not text looking like dates ?
To check this in your source data enter a column testing the date values with the =ISTEXT(cell) function. If it returns true, it is text not dates
There are several techniques to solve the problem. Post a sample of your data if necessary