Convert the data range into a table. To do so:

1. Save your file as a .xlsx instead of .xls
2. With the active cell in the data range, on the Home tab, click Format as Table button, and choose a table style.
3. With the active cell in the table, go to the Design tab and notice what Excel named the table (probably Table1)

Now make your pivot table refer to the table:

1. Click in the pivot table and on the Options tab, click Change Data Source
2. Change the data source to the name of your table (Probably Table1)

But if you convert the range to a table before you make the pivot, it will automatically refer to the table.