How about this:

select datename(M,convert(varchar,months)+'/01/2010') as days

from (select 1 as months union

select 2 as months union

select 3 as months union

select 4 as months union

select 5 as months union

select 6 as months union

select 7 as months union

select 8 as months union

select 9 as months union

select 10 as months union

select 11 as months union

select 12 as months ) as M

order by convert(datetime,convert(varchar,months)+'/01/2010')