How to get informative blanks in date_select?

I want something really simple: I want a date_select that has
blanks (:include_blanks works fine so far), but having an empty
value in the select box on the webpage is ugly, so I want something
more informative there, like “month” or “select a month” or something.

In other words:

Month January February March April May June July August September October November December

How do I do that? I can’t find any way to accomplish this in any
docs nor in the source, yet it seems like a really obvious thing
to want to do.

Martijn.