Need SQL statement to create a list of unique month numbers (ie: integer 1 - 12) of dates found in a daterange

I need to create a list of unique month numbers (ie: 1- 12) from a datetime field for dates in a date range, and would like to order the month numbers by date ascending

So if I had the following dates:
  - November 23, 2012
  - December 2, 2012
  - December 14, 2012
  - November 12, 2012
  - December 22, 2012
  - February 4, 2013

then I would like the output to be:
  - 11
  - 12
  - 2

The dates are all in a datetime format

I have tried both the Distinct and Group by clauses but I am struggling to find something that works.

(ie: something like 'Select distinct(month(gamedatetime)) from games order by gamedatetime asc' which now throws me an error)  

Thanks, Peter