If you need it for every row, then build it into your query. I would use HainKurt's approach of the case statement. Here it is modified to your columns. The value of LastCheck column is the name of the 'last' column that has a 1 as a value...
select ID
,case
when Dec=1 then 'Dec'
when Nov=1 then 'Nov'
...
when Jan=1 then 'Jan'
end as LastCheck
from myTable