Found a good article on filters for sharepoint here is a summary:
Now create a new view, call it something like “Due This Month” and setup the filter for
Start of Month is less than or equal to [Today]
AND
End of Month is greater than or equal to [Today]
Further tips
You can use this with date fields other than [Due Date] – e.g. [Created] for items created in the current month, [Modified] for items well… urm… modified in the current month!
Using the same technique you can also use the following formula
The current week (Sunday to Saturday inclusive)
Start Week =[Due Date] - WEEKDAY([Due Date]) +1
End Week =[Due Date] +7 - WEEKDAY([Due Date])
The previous month
Start Month =DATE(YEAR([Due Date]), MONTH([Due Date])+1, 1)
End Month =DATE(YEAR([Due Date]), MONTH([Due Date])+2,1)-1
The next month
Start Month =DATE(YEAR([Due Date]), MONTH([Due Date])-1, 1)
End Month =DATE(YEAR([Due Date]), MONTH([Due Date]),1)-1
The current year
Start Year =DATE(YEAR([Due Date]),1,1)
End Year =DATE(YEAR([Due Date]),12,31)
http://blog.pentalogic.net/2009/11/howto-filter-items-current-calendar-month-view-sharepoint/