Dennis, I don't know of a way to do that. XP has a new event regarding PivotTables, refresh I believe, wich, maybe, could be used to change the field selection if the user chose "(All)", but, looping through the .PivotItems collection of the Field page won't give you the "(All)" item, to change its Visible property to False.
You can get the "(All)" by using the .VisibleItems, but, then, it will only appear if (All) is the current selection !, but, couldn't change the Visible property of this one in here !
So, sorry, I guess you ARE out of luck !