I had the same problem. The solution I used was to record a macro to use the format that I wanted as (basic version shown below), and then to customize the toolbar.
NB macro should be saved in Personal Macro Workbook so that it's always available)
To customize, right click on any toolbar and select Customize from the shortcut menu that appears. The right click on the Currency button and select Assign Macro. Select the macro you previously recorded, click OK and away you go.
Sub My_Currency_Macro()
Selection.NumberFormat = "$#,##0.00"
End Sub
you can of course make the macro more complex by including checks to ensure that the worksheet is not protected if you like...