In Excel 2003 (service pack 2), I have a Pivot Table and have modified the
format with borders and also a conditional format which colours a row or rows
depending on a value in another cell of the worksheet (the row/s for the
selected business unit is/are highlighted).

This formatting is lost on refreshing the data.

I have been trawling this forum for help and the only suggestions I have
found are to check 'Preserve Formatting' and uncheck 'Autoformat Table'.
I've done this and it fixed the previous problem of the column widths
changing, but it still doesn't help with the borders and colours.

Any suggestions, please?