Pivot Tables - Field Sort Option Question

[BlueRhinos]

To ensure that my group by fields in my pivot table stay in alpha order upon refresh, I used Pivot Table Options- Display- Field List- Sort A to Z. It seems to work...however, when I checked the "Sort in Data Source Order", it still seemed to keep the A to Z sort...what does the "Sort in Data Source Order" mean. To test, I ensured that the first record in the source data had a values starting with V for the group by fields. thanks!