Here is how to do it......
Use MONNAMEw. format which is simple and easy. You need to be using SAS 9.X versions to make it work.
/*Use MONNAMEw. format*/
data month;
input date:mmddyy8.;
month_name=put(date,monname3.);
datalines;
01/15/04
02/29/04
07/04/04
08/18/04
12/31/04
;
run;
proc print;
run;