This depends on the query you are using to populate the prompt. If you are pulling this data from a detailed table (many records for each month), you'll end up with many instances of the month. Also if you are displaying 'Month', but passing/using a different value it will display month for each distinct instance of the other value.
You can
A) Make a prompt with static choices (one for each month)
B) Have the query that is running the month only contain the month and values rolled to the month, and pass only the month or a value on a monthly scope to the filter in the report.