Usa esto:
Código PHP:
$mes = 10;
$anio = 2006;
$tiempoInicio = date( "Y-m-d", mktime( 0, 0, 0, $mes, 1, $anio ) );
$tiempoFin = date( "Y-m-d", mktime( 0, 0, 0, $mes, 30 /* o 31 dependiendo */, $anio ) );
$consulta = "SELECT * FROM `tabla` WHERE `colFecha` BETWEEN '$tiempoInicio' AND '$tiempoFin'";