How to increment month and Year

Question

I have a string variable
Dim SHG As String
SHG = "FILENAME" + "_" + "Jan12"
Here the File name is constant and the Jan12 is not a fixed one.
Here i want to increament this to 13,14,15.. and etc and same as month also like jan,feb,march,april,may,june,july,aug .... dec 
how can i increament thie and store in a variable.
Jan12,Feb12...,Jan13,Feb13...
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Thanks in advance