Pivot Table Formatting in Excel

I have created a pivot table and formatted it in a very specific way, but I'm having a hard time getting all of the formatting to stick.  I have checked the box that says "Preserve cell formatting on update" in the "PivotTable Options" window, but every time I refresh the data or filter it, Excel sticks boarders in random places throughout the pivot table.  I can get all of the colors to stay the way I want as well as column widths, but the boarders are just doing whatever they want.  Is there a way to fix this?