For binding the dates use
System.Globalization.DateTimeFormatInfo dateTimeInfo = new System.Globalization.DateTimeFormatInfo();
for (int i = 1; i < 13; i++)
{
string monthName = dateTimeInfo.GetMonthName(i);
ddlMonths.Items.Add(new ListItem(monthName, i.ToString()));
}
To get Selected Value
int monthNumber = Convert.ToInt16( ddlMonths.SelectedValue);
Storing Selected value in session
Session["MonthValue"] = ddlMonths.SelectedValue;
Assigning the Month to the Dropdown
ddlMonths.SelectedValue = Session["MonthValue"].ToString();