In your where statement for your webpart put this SQL statement (may need to update EventTime to your field name):
EventTime BETWEEN DATEADD(MONTH, DATEDIFF(MONTH, 0, GETDATE()), 0)
AND DATEADD(DAY, -1, DATEADD(MONTH, DATEDIFF(MONTH, 0, GETDATE()) + 1, 0))