If I understand you correctly, you want to save a copy of the active workbook
with a filename that represents the previous month. If so, this should do it:

Sub SaveCopyAs_LastMonth()
Dim sFileName As String
sFileName = "O:\Sales_Tax" & MonthName(Month(Date) - 1) & ".xls"
ActiveWorkbook.SaveCopyAs sFileName
End Sub

=OR-
Did you want to copy the ActiveSheet into a new workbook and save it? If so,
post back.

Regards,
GS