It sounds likely that you're using an OLAP pivot table rather than an ordinary pivot table, and this is why you're not able to manually change the sort order.
You can still apply an alphabetical or numeric sort to your data, so the best approach might be to append a number to the beginning of each of your row headers, indicating which order you wish them to appear in, like:
You could also add a separate column with these numbers and use it for sorting purposes. Apply an A-Z sort should work with an OLAP pivot table.
You can see more about the differences between standard pivot tables and OLAP pivot tables in the video lesson: Expert Skills Lesson 6-7 Understand OLAP pivot table limitations.
Jonathan is part of the professional team who answer Excel-related questions posted on the ExcelCentral.com forums.
Jonathan also tests our courses prior to publication and has worked on all of our ten world bestselling Excel books for Excel 2007, Excel 2010, Excel 2013, Excel 2016 for Windows and Excel 2016 for Apple Mac. Jonathan has also worked on over 850 video lessons for or video courses covering Excel 2007, Excel 2010 and Excel 2013.
As well as extensive Excel knowledge, Jonathan has worked in the IT world for over thirteen years as a programmer, database designer and analyst for some of the world's largest companies.