Well, thank you for the suggestion.
The way i resolved it is by using the API, i used the code used to add a new blog post, and it worked perfectly.
Althought, i got a little issue with blog post who have 2 cultures, the thing is, it create me the blog month in one culture, but for the other its there but it ask me to create from the other culture, is there a way to check if a blog post has multiple culture, and if so create a blog month for each culture.
The function i used to resolve my problem is: EnsureBlogPostHierarchy.
I kinda used a cutom made one, cause we use different naming in the blog month, but it seems to me, that this function only create a blog month for the main culture, it doesnt create it for the other culture.
Is there a way to do it by code, thank you.