Most Calendar tables I've worked with have column that numbers months so you can select out that column and sort on it under your category groups. If you don't have that then you could build your own sort in your code. Something like this:

DISTINCT CASE cal_month_name WHEN 'January' THEN 1

WHEN 'February' THEN 2

WHEN 'March' THEN 3

WHEN 'April' THEN 4

WHEN 'May' THEN 5

WHEN 'June' THEN 6

WHEN 'July' THEN 7

WHEN 'August' THEN 8

WHEN 'September' THEN 9

WHEN 'October' THEN 10

WHEN 'November' THEN 11

WHEN 'December' THEN 12 ELSE 13 END AS CalSort