This error Occurred to me while I design the query in the Query Builder and generate the report in SSRS ( MDX). Months are showing alphabetical order (April , August,..) , but it should be January , February ..
I did some background works and even follows the the thread http://social.msdn.microsoft.com/Forums/en/sqlreportingservices/thread/27765eda-371d-4428-ab13-2e96b2fbb6ca.
But ultimately I found there is a sorting adding by default to that column. I Deleted it ..
Bingo .. It worked ..