Someone

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