Sounds like your proprietary software generates a new Excel file each time it
runs.  If it is constantly spitting out new Excel files, you will never be
able to build a macro in those files!  Create a macro in a 'summary' Excel
file, that opens the newly generated Excel file, and THEN build the Pivot
Table.

This should get you started:
Sub Import()
Dim Wb1 As Workbook
Dim Wb2 As Workbook
Dim x As Long
Dim FilesToOpen

   FilesToOpen = Application.GetOpenFilename _
     (FileFilter:="Text Files (*.xls), *.xls", _
     MultiSelect:=True, Title:="Excel Files to Open")

   Set Wb1 = ActiveWorkbook
   For x = LBound(FilesToOpen) To UBound(FilesToOpen)
       Set Wb2 = Workbooks.Open(Filename:=FilesToOpen(x))

       Wb2.Worksheets.Copy _
       After:=Wb1.Sheets(Wb1.Sheets.Count)

       Wb2.Close False
   Next x

Sheets("Control Sheet").Select
End Sub
'This will open a window and allow you to import your newly created Excel
file.

Then turn on the macro recorder and build your Pivot Table.  Turn the
recorder off when you are done.  That's probably 95%-99% of it.  The rest
depends on your personal preferences of formatting and the like.  Post back
if you have more questions.

Regards,
Ryan---