Tim, when you connect to this data what does Tableau think the "07-2011" field is? A date (calendar icon) or a string (ABC icon)?
Tableau thinks it is a string. I changed it to to a date and formatted the dates to "mmmm" that way the months could be grouped together. Unfortunately it must still be reading the database data because that hasn't fixed the problem.
DATE( LEFT([Month],2) + '-01-' + RIGHT([Month],4 ))
It turns your string into a real date.