It's a simple setting, it's there out of the box already ...
You use the "Folder Heading" property of your columns to enter the required text.
PS: Do you really have columns in your subject area with the name of months? Isn't it something managed better with a real time hierarchy and using a pivot to display the month as columns? In that case the grouping by quarters is already there ...
You are using a pivot view, the OP says he has a table view, so in that case it would not work. You assume the months are the values of a column, but what the OP posted is that months are individual columns (or it could not look like the OP posted with a table view).
You're right, didn't read carefully what OP posted.
@OP: ignore my post, just read what Gianni said.
Thanks Gianni. This is exactly what i want. Thanks for giving a helping hand.