So in the SSAS database in the date dimension is there a relationship between month name and month? Which is related to which? You could just set the month attributes name column property to month name and make sure that the OrderBy property is set to key and you should be all set. When referencing the month attribute it would be sorted as you would expect and it would display the proper text.

If you have the month related to month name then you could switch the OrderBy to AttributeKey and then set the OrderByAttribute property to month. Then the month name attribute would be sorted by the sort column.