Try this sample.
this might help you..
List<DateTime> lstAllDates = new List<DateTime>();
lstAllDates.Add( new DateTime (2014,12,25));
lstAllDates.Add(new DateTime(2014, 10, 25));
lstAllDates.Add(new DateTime(2014, 11, 25));
lstAllDates.Add(new DateTime(2014, 4, 25));
lstAllDates.Add(new DateTime(2014, 5, 25));
lstAllDates.Add(new DateTime(2014, 5, 26));
lstAllDates.Add(new DateTime(2014, 5, 24));
lstAllDates.Add(new DateTime(2014, 7, 25));
List<DateTime> lstMonthWise = lstAllDates.OrderBy(k => k.Month).ThenBy(k=>k.Day).Select(k => k).ToList();