Right-click a cell in the pivot table, and choose Table Options
Ensure that Preserve Formatting is turned on, and AutoFormat is turned
off, then click OK

To format cells, enable selection should be turned on.
To enable selection --
   From the Pivot toolbar, choose PivotTable>Select
If it's not already activated, click on Enable Selection

To format a section of a pivot table, e.g. subtotals --
Move the pointer to the left of a subtotal heading in the pivot table.
When the black arrow appears (like the one that appears when the pointer
is over a row button), click to select the subtotal rows in the pivot
table.
Format the selected subtotals