Date Format - Quarter and Fiscal Year

Is there a date format that will allow me to show date as quarter and year?

I've been making my own. It works ok. But for pivot tables and such, it doesn't put Q1-2008, Q2-2008, Q3-2008, Q4-2008, Q1-2009 in the correct order. (It'll put Q1's together alphabetically).

See attached for what I'm trying to do. Imagine this worksheet with 85,000 rows, 50 columns and with 5 years of data.