Anonymous

<ul>
<?php $currentmonth = 0;
if (have_posts()) : while (have_posts()) : the_post(); ?>    
if($currentmonth != get_the_time('F Y')) {
echo '<li class="archivetitle">'.get_the_time('F Y').'</li>';
$currentmonth = get_the_time('F Y');
}
<li><?php the_time('j'); ?>: <a href="<?php the_permalink(); ?>"><?php the_title(); ?></a></li>
<?php endwhile; endif; ?>
</ul>