Problem with grouping by date in pivot table

I am using Excel 2000 with Microsoft Money Link to import data from MS Money to Excel. I am then trying to use a pivot table to show my spending by category each month.

The data comes in as individual transactions from Money, with a date column. However, when I create a pivot table, using the date field as a column in the pivot table, I cannot group by the date field. When I right click and select Group, it tells me I cannot group by that selection.

There is a sample xls file with Money Link that has a table of data exported from Money and has a pivot table using the group by date. I cannot determine any difference between my data that I am creating and the data in the sample file, except for one thing. When I click on the field properties for the date field in the date data that groups correctly, the Number button is showing to allow me to change the number format. However, in my data, this option is not available.

Does anybody have any idea what could be wrong with my data or pivot table that is preventing this (potentially) excellent solution from working?

All help greatly appreciated.