The only way to do this currently is to have two separate data sources. You can right click and duplicate your data connection in the data pane and then use one of them for sheets 1&2 and the other for 3&4. The global filter is only at the scope of the connection. There are definitely drawbacks to this approach.
The great news is that Tableau 8.0 will make what you want to do very easy! You will be able to specify for which worksheets a quick filter applies.
Just to give you another option--if you are OK with always forcing single-month selection, you could also accomplish the separate filtering by creating 2 parameters: Choose Month (1) and Choose Month (2)
Have them both provide the 12 Month names as text selections.
Then, create a calculated field as Month1Filter as IF DATENAME('month',[DateField]) = [Choose Month (1)] THEN 'Show' ELSE 'Hide' END and put it on the views you want to be affected by the Choose Month (1) parameter.
Repeat for second parameter.