When you're setting up the pivot table, just drag Date from the PivotTable fields into the columns box underneath. Once you've done that, you can adjust the grouping by right clicking on any of the column headers in the actual pivot table (Sep, Oct, Nov, etc. here) and selecting "Group...".

To have it group like this, you need to select Year and Month and click OK. Boom! You're done. Let me know if you still have questions.