This should work...
<?
$arrMonth = array( '', 'January', 'February', 'March', 'April', 'May', 'Juny', 'July', 'August', 'September', 'October', 'November', 'December' );
?>
<select name="strMonth">
<?
for( $i = 1; $i <= 12; $i++ )
{
?>
<option value="<?=$i?>"><?=$arrMonth[$i]?></option>
<?
}
?>
</select>