OK, this approach requires a bit of a workaround, but it should do what you want.
In an unused range enter a list of months in a column and to the left of that add the month numbers. Now you can use a Spin Button control (Forms control, not ActiveX) and link it to an unused cell, setting its Min and Max values to 1 and 12 respectively. Then wherever you want the date to change use VLOOKUP from the Spin Button's linked cell to the list of months. As you click the SpinButton, the number will increment, causing the vlookup to return a different month.
I can send you an example if you want, just PM me your e-mail address.