May be this helps...
I have tried myself and it works fine
VB Code:
Dim Date1 As String
Dim Date2 As String
Dim sDate As String
Dim i As Integer
Dim IntDiff As Integer
Dim Months 'Test to display in MsgBox
Dim DateArray() As String
Date1 = "01/1/2002"
Date2 = "01/8/2003"
IntDiff = DateDiff("m", Date1, Date2) 'Count the Month Diff
sDate = DateSerial(Year(Date1), Month(Date1) + IntDiff, Day(Date1))
ReDim DateArray(IntDiff) As String 'Redim The DateArray()
For i = 0 To IntDiff
sDate = DateAdd("m", i, Date1)
DateArray(i) = Format$(sDate, "MMM YYYY") 'THIS IS THE ARRAY THAT CAN BE USE TO DISPLAY THE DATE
Months = Months & Format$(sDate, "MMM YYYY") & vbCr
Next i
MsgBox Months