Filtering in a PivotTable

[Dave]

Here is a simplied version of a list that I have created a PivotTable
from:

Country State/Prov City Value

USA California Oakland 3245
USA California San Diego 6532
USA Texas Houston 7543
USA Texas Dallas 2113
Canada Alberta Calgary 1222
Canada Alberta Edmonton 8432
Canada Ontario Toronto 4921
Canada Ontario Ottawa 1007

I created a PivotTable where Country is the first row field, State/
Prov is the second row field, and City is the third row field. When I
click the drop-down arrow for the Country field, it displays the
following values with checkboxes preceding them:

(Show All)
USA
Canada

If I choose USA, then click the drop-down arrow for the State/Prov
field, it displays the following values with checkboxes preceding
them:

California
Texas
Alberta
Ontario

Is there any way to set up the PivotTable so that if I choose USA from
the Country field, then click the drop-down arrow for the State field,
only states in USA display, as follows:

California
Texas

Any assistance will greatly be appreciated.

Thanks,

Dave