Can't really say, without seeing your data, and knowing what device= you're using (device=activex?), version of SAS, etc.
I assume your 'month' is actually a sas-date value, using the month. format?
It sounds like the activex gplot is picking tickmarks based on the numeric values of the dates, not really thinking in terms of what are good tickmarks for months. The tickmarks that are picked *might* be better with dev=png, depending on the data, etc (give it a try).
But to guarantee you get the axis exactly how you want it, I think you'll probably have to hard-code an order= on your axis statement, something like ...
axis1 order=('01jan2000'd to '01jul2000'd by month);