If you use a date field (of date datatype) as your "on change of" field and then highlight it in the chart expert and choose "Order", you could set it to print on change of month. This would result in the correct display, but with labels like 01/2004, 02/2004, etc.
If you must use text for the date field, then highlight it, go to "order" and choose "Specified Order" and use the dropdown list to order the months chronologically.
-LB