I. Modify your data in such a way that the last value of your Month level is the current month. For example today is May 2014, that month should be the last value of your month level. Then you can use the function closingPeriod:
[Current Month] = closingPeriod([Package].[Time].[Time].[Month]
Most of the time though, future months are present in the Month data item. So another technique to use is:
II. Create an attribute that will have a value of ‘Y’ if the member is the current Month. Something like:
Set this attribute as the Member Description in the month level of your time dimension then publish your package.
In your report you can use the RoleValue function together with filter to obtain the member with the ‘Y’ value, which is the current month (or more accurately the member which value is the same as the current month).