Fiz aqui um exemplo colega, caso ainda precise:
create table #temp
(
id int,
data date
)
insert into #temp values (1,'2015-08-01'),(2,'2015-08-06'),(3,'2015-09-02'),(4,'2015-09-10')
select DATEPART(mm,data) AS Mes, DATEPART(dd,data) AS Dia from #temp
order by DATEPART(mm,data)