I am not sure if i understood your requirement correctly.
If you want a list of months to be displayed in the drop down you can just add them as shown below
<asp:DropDownList ID="ddlMonths" runat="server">
<asp:ListItem Text="January" Value="1"></asp:ListItem>
<asp:ListItem Text="Febuary" Value="2"></asp:ListItem>
<asp:ListItem Text="March" Value="3"></asp:ListItem>
<asp:ListItem Text="April" Value="4"></asp:ListItem>
<asp:ListItem Text="May" Value="5"></asp:ListItem>
<asp:ListItem Text="June" Value="6"></asp:ListItem>
<asp:ListItem Text="July" Value="7"></asp:ListItem>
<asp:ListItem Text="August" Value="8"></asp:ListItem>
<asp:ListItem Text="September" Value="9"></asp:ListItem>
<asp:ListItem Text="October" Value="10"></asp:ListItem>
<asp:ListItem Text="November" Value="11"></asp:ListItem>
<asp:ListItem Text="December" Value="12"></asp:ListItem>
</asp:DropDownList>