well, it's kind of my standard answer, but create a stored proc that will return the data as you desire...but your column would be named something like month1, month2....it can't be dynamic, CR won't like it. What you can do is included either another column or another table to tell CR what to display for the each column and you can write a formula to display the description of the columns on the report.
if you only wanted 1 column on the report, I can see filtering the data for entries where the months match, then group by year, now all that is left is the label, and you can use a formula to show that...if you wanted multiple months then I don't think that this method would work, but the stored proc would
HTH