So there's no direct easy way to say "Group this by Month" however, there is a pretty neat little trick that you can use to get the same functionality. Basically what you do is create a new column, lets say "MonthColumn", and set its Visible or Display property to false. Then in the DataSet or DataTable that you have bound to the table you can do the following:
So essentially what you do is create a new column in the underlying datasource, set all the DateTime to be yyyy/mm/1 (making them all the first of that month) and then you can simply group by that column (that is not visible) either declaratively or programmatically. This allows you to group your data by month without too much hassle!