Excel 2010 troubles sorting date in Pivot table

Hello: I have a datasheet that contains dates and when I right click->format on any cell, it displays that it's date e.g.: 3/14/2001.

When I go to insert a pivot table that uses this column as part of it's datasource, I then place the date in either the report or column filter and look at it and it sorts the dates like this:

1/10/2011
1/10/2012
1/10/2013
1/3/2011


It's just a mess. I want it to show like this:
1/3/2011
1/10/2011
1/10/2012

I went to the filter off the pivot table and selected the sort asc, but that did absolutely nothing.

Any help is truly appreciated.

Thank you,
Proctor

etaf - thank you for your reply.

I've stripped out enough of the attached sheet so that you can see what's happening.
I tried your test and it formats as a date that is like this: *3/14/2001; where as mine is just 3/14/2001.
I did check my regional settings for date and they are in this same format.

I also wanted to mention, the data is being brought in via vba script when the user clicks a macro button. It goes to my sql 2005 db and gets the data. My boss does not want to see the time along with the date,
and sql 2005 only has datetime datatype (no short date); so, when I call the sql to bring it in, I use this code:

sqlstring = "SELECT ShippingId, " & _
"CONVERT(nvarchar(10),ShipDate, 101) AS ShipDate, " & _
"Cast(M_ID as INT) AS M_ID FROM Shipping WHERE year between 2011 and 2014 " & _
" ORDER BY SHIPPINGID, M_ID ASC"

If I just bring the data in with this sql, when I look at the format, it's general; however, this still has the same sorting issue.
My code then reformats it so it's date:
Sheets("ShipData").Range(Cells(1, 14), Cells(1, 15).End(xlDown)).NumberFormat = "m/d/yyyy;@"

At any rate, the output is shown in the sheet I am attaching.

Thank you again for your time. I very much appreciate it.

Proctor

etaf: That seems to work....just, I'm not sure I understand why?

Sure seems like the dates are very tricky.

thank you so much for all your help!

Proctor

Well it was a great thing to learn! - thanks for showing me this. Thank you also for your time.

Proctor