To recreate using the sample file do the following:

-> Delete existing sheet containing PT

-> Data
-> Pivot Table
-> Multiple Consoldiation Range
-> Next
-> I will create Page Fields
-> Next
-> Range (select all of your data - ie Sheet1!A1:E4 on example file)
-> Add
-> Finish

(the above instructions may vary slightly pending your XL version - this is not in your profile so can't be more exact)