For month scale you can use the SetStyle() method to choose between a variety of formats.
MONTHSTYLE_SHORTNAME
Display the month name in its locale specific short form, i.e Jan, Feb etc
MONTHSTYLE_SHORTNAMEYEAR2
Display the month name in its locale specific short form together with a 2 digit year , i.e Jan '01, Feb '01 etc
MONTHSTYLE_SHORTNAMEYEAR4
Display the month name in its locale specific short form together with a 4 digit year , i.e Jan 2001, Feb 2001 etc
MONTHSTYLE_LONGNAME
Display the month name in its locale specific long name, i.e. January, February
MONTHSTYLE_LONGNAMEYEAR2
Display the month name in its locale specific long name together with a 2 digit year , i.e January '01, February '01 etc
MONTHSTYLE_LONGNAMEYEAR4
Display the month name in its locale specific long name together with a 4 digit year , i.e January 2001, February 2001 etc
MONTHSTYLE_FIRSTLETTER
The first letter of the month name