A set of .NET Framework managed libraries for developing graphical user interfaces.
I suggest ComboBox.
var info = new System.Globalization.CultureInfo("en-us");
var months = Enumerable.Range(1, 12)
.Select(i => new DateTime(1, i, 1)
.ToString("MMM", info)).ToArray();
comboBox1.Items.Clear();
comboBox1.Items.AddRange(months);