The reason is that there are blank cells in the Scheduled date column (and maybe those blanks having the General format might also screw things up).
Solutions:
1. Sort the source data by scheduled date and only select that part with valid dates in that column for inclusion in the Pivot Table.
2. Format the blank cells in that column in the same way as those cells with dates in, then put some dummy data in there - something which can't be confused with real data. I put a 1 in them representing 1 Jan 1900. Then you'll be able to group by month - you'll probably want to group by year too, as all Januaries will be lumped together. Then in the Pivot Table you can filter out that dummy year/date.
See
here, the section titled "Problems when Grouping Data"
here, and
here.
I'll briefly put a file up with a sheet3 with it done. (This was done in xl2010 in compatiblity mode, so I hope it still works. The following embedded link will die tomorrow.
ps. I'm guessing the fomat actually matters much, as long as they're all excel dates, it should group properly.
<embed src="http://www.box.net/embed/ex1rgdtr5xa9y3m.swf" wmode="opaque" type="application/x-shockwave-flash" allowfullscreen="true" allowscriptaccess="always" height="400" width="466">