Set up your value list to refer to a text field or a calculation field that returns text. It has to be text to include the "show All" option.
Assuming that you have a calculation that returns text to produce the values in your example, modify it to be this:
List ( MonthName ( DateField ) & " " & Year ( DateField ) ; "-Show All-" )
This will cause the text -Show All- to appear as the first value in your value list as long as there is always at least one record in your table of values supplying values to the value list.