So, you're doing a crosstab report? Shouldn't the heading be the job of your front-end?
Here is one of the most-referenced tools for this:
Shouldn't be too difficult to combine the result with DATENAME to get what your after.
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Frank Kalis
Microsoft SQL Server MVP
Webmaster: http://www.insidesql.org/blogs
My blog: http://www.insidesql.org/blogs/frankkalis/[/url]