i know i can do it i 10000000000 ways but why not ad one to them !!!!  

Small Simple And Dynamic ,finaly Localized in any language that .net support

try it and tell me  

 #region Method to Fill the a DropDownList with Month Names and set the Current Month Selected
        /// <summary>
        /// fills a dropDownlist with month list.
        /// </summary>
        /// <PARAM name="MyddlMonthList" />The DropDown List that will Hold the Months.</PARAM />
        /// <PARAM name="SetCurruntMonth" />if set to <c>true</c> the Current Month will be selected.</PARAM />
        public void GetMyMonthList(DropDownList MyddlMonthList,bool SetCurruntMonth)
        {
            DateTime month = Convert.ToDateTime("1/1/2000");
            for (int i = 0; i < 12; i++)
            {

                DateTime NextMont = month.AddMonths(i);
                ListItem list = new ListItem();
                list.Text = NextMont.ToString("MMMM");
                list.Value = NextMont.Month.ToString();
                MyddlMonthList.Items.Add(list);
            }
            if (SetCurruntMonth == true)
            {
                MyddlMonthList.Items.FindByValue(DateTime.Now.Month.ToString()).Selected = true;
            }         

        }
        #endregion

PS same code i added in codeproject