What you can do in a pivot or straight table is something like this on the first Dimension's expression, which I assume would be your 'Month'...
= IF ( GetSelectedCount ( Month ) > 0, Month )
If there are any selections against Month then it'll return the Month, if not, it'll return NULL.
Now, also on the Dimensions Dialog, select that column and make sure that 'Suppress When Value Is Null' is checked.
This will prevent any rows being displayed unless there is a specific selection against the Month.