{exp:weblog:entries weblog="{my_weblog}" orderby="date" sort="desc" limit="36" disable="pagination|custom_fields|categories|member_data|trackbacks"}
{!-- not sure if the limit is on the month or just a total of all the months, need to test that; set at 36 for a start --}

{date_heading display="monthly"}
<dt class="month">{entry_date format="%F"}</dt>
{/date_heading}

<dd class="dates"><a href="{!--whatever permalink system you're using --}">{title}</a></dd>

{/exp:weblog:entries}