This is one way to do it.
Say you want to write Jan to Dec in Cells A1 to A12. Enter the
following formulas in A1 to A12

1
=+A1+31
=+A2+31
=+A3+31
=+A4+31
=+A5+31
=+A6+31
=+A7+31
=+A8+31
=+A9+31
=+A10+31
=+A11+31

Now set the format of these cells to Month. To do this Select A1 to
A12.Format CellsCustom, In the "Type:" box type MMMM
and click OK.
With this you have only changed the format, the actual data is not the
name of the months. To convert this into text copy : paste it in note
pad or word and then copy: paste it back to excel.

The easiest way : You write all the 12 Months once. :) ;)

Thanks
Karthik Bhat
Bangalore