Only one break field is possible. The trick to get around this is to come up with a single break field that produces the results that you need. That often requires that you set up a calculation field that combines the data from your two break fields, but in this case, if you have a date field and you want to group by year and then by month, set up this calculation with a date result type:
YourDateField - Day ( YourDateField ) + 1
This computes the date for the first day of the month for all dates in the same month and thus will produce the same grouping, but by sorting on a single field.
Works like a charm. Thanks for your help