if you are using a DATE type column, you can say something like
SELECT CONCAT(YEAR(datecolumn),'-',MONTH(datecolumn))
FROM sometable
WHERE YEAR(datecolumn)='2003'
ORDER BY datecolumn
If you want something more user friendly, try
SELECT CONCAT(MONTHNAME(datecolumn),' ,',YEAR(datecolumn))
FROM sometable
WHERE YEAR(datecolumn)='2003'
ORDER BY datecolumn
If you are trying to collect all the data for a certain month, your statement would be something like
SELECT *
FROM sometable
WHERE YEAR(datecolumn)='2003'
AND MONTH(datecolumn)='2'