One way you can do this is to right click on the measure in your data box and select Field Properties>Number Format...>Currency.
Hope this helps!
Hi Tracy, I've tried this, but for the Currency (custom) option, unfortunately I seem only to be able to select K OR M OR B and have to specify a number of decimal places. This is no use if the amounts are changing by factors of ten when I filter data. If I select the Currency (standard) option I don't get any automatic abbreviation to K or M for large numbers.