Well in your a DateKey dimenstion table you should have columns like below.

copied this from adventureworksdw

CREATE TABLE [dbo].[DimTime](

[TimeKey] [int] IDENTITY(1,1) NOT NULL,

[FullDateAlternateKey] [datetime] NULL,

[DayNumberOfWeek] [tinyint] NULL,

[EnglishDayNameOfWeek] [nvarchar](10) NULL,

[SpanishDayNameOfWeek] [nvarchar](10) NULL,

[FrenchDayNameOfWeek] [nvarchar](10) NULL,

[DayNumberOfMonth] [tinyint] NULL,

[DayNumberOfYear] [smallint] NULL,

[WeekNumberOfYear] [tinyint] NULL,

[EnglishMonthName] [nvarchar](10) NULL,

[SpanishMonthName] [nvarchar](10) NULL,

[FrenchMonthName] [nvarchar](10) NULL,

[MonthNumberOfYear] [tinyint] NULL,

[CalendarQuarter] [tinyint] NULL,

[CalendarYear] [char](4) NULL,

[CalendarSemester] [tinyint] NULL,

[FiscalQuarter] [tinyint] NULL,

[FiscalYear] [char](4) NULL,

[FiscalSemester] [tinyint] NULL,

CONSTRAINT [PK_DimTime_TimeKey] PRIMARY KEY CLUSTERED

(

[TimeKey] ASC

)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY],

CONSTRAINT [AK_DimTime_FullDateAlternateKey] UNIQUE NONCLUSTERED

(

[FullDateAlternateKey] ASC

)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]

) ON [PRIMARY]

GO

SET ANSI_PADDING ON

GO

AND your query would looke like this.

SELECT [dbo].[FactMaterialDelivery].[MaterialDeliveryRowInfoKey],

[dbo].[FactMaterialDelivery].[ActualIssueDateKey],

[dbo].[FactMaterialDelivery].[Bill-toCustomerKey],

[dbo].[FactMaterialDelivery].[IssueDateKey],

[dbo].[FactMaterialDelivery].[MaterialKey],

[dbo].[FactMaterialDelivery].[PayerCustomerKey],

[dbo].[FactMaterialDelivery].[StoreKey],

[dbo].[FactMaterialDelivery].[Ship-toCustomerKey],

[dbo].[FactMaterialDelivery].[Sold-toCustomerKey],

[dbo].[FactMaterialDelivery].[VendorKey],

[dbo].[FactMaterialDelivery].[Actual Quantity Delivered Stock Units],

[dbo].[FactMaterialDelivery].[Actual Quantity Delivered Sales Units],

[dbo].[FactMaterialDelivery].[Gross weight],

[dbo].[FactMaterialDelivery].[Net weight],

[dbo].[FactMaterialDelivery].[Number of Delivery Items],

[dbo].[FactMaterialDelivery].[Volume delivered],

[dbo].[FactMaterialDelivery].[MaterialPlantAttributeKey],

[dbo].[FactMaterialDelivery].[Delivered Qty BUn]

FROM [dbo].[FactMaterialDelivery]

INNER JOIN [dbo].[DimTime] dt

ON [TimeKey] = IssueDateKey

WHERE dt.[MonthNumberOfYear] = 6

AND [CalendarYear] = 2012