Period number to be displayed as month name

Hi,

I have Fiscal year/Period defined in the column section of the BW query.  Currently the column will be displayed for example: Period 01, 2009, Period 02 2009 and etc.   Our users are asking to display the month name instead of the Period#.  Is it something can be handled within the query definition (or) via the BW query user exit. 

Thanks in advance for any response.