Thank you mdmckillop.

Thank you XLD, it works perfect, but I made a little changes, instead of xlDataField I used xlColumnField. But it gave me another error with the line:
.Function = xlSum

This is my modified code
[VBA]' Set up the data fields
With pt.PivotFields("Pieces Ordered")
.Orientation = xlColumnField
.Function = xlSum
.Position = 1
End With
With pt.PivotFields("Actual Sales")
.Orientation = xlColumnField
.Function = xlSum
.Position = 2
End With
With pt.PivotFields("Lost Sales")
.Orientation = xlColumnField
.Function = xlSum
.Position = 3
End With[/VBA]

Thanks again!