For sake of demo... assume your month listing is in named range _DVmonths (60 months from 1-Jan-2009 to 31-Dec-2013)

DV configuration:

Allow: List
Source: =OFFSET(_DVmonths,MATCH(DATE(YEAR(TODAY()),1,1),_DVmonths)-1,0,12,1)
given use of TODAY the DV is a volatile construct and thus I opted to use OFFSET for sake of simplicity