Решил!
Dim wb, ws, excel, sheet As Object
wb = GetWorkbook(Handle, Workbook)
ws = GetWorksheet(Handle, Workbook, Worksheet)
wb.Activate()
ws.Activate()
excel = ws.Application
sheet = excel.ActiveSheet
ws.PivotTables(myPTN).PivotFields(myField).DataRange.Cells(1,1).Group(Start:=True, End:=True, By:=myRange)