public string GetFirstofMonth(DateTime dt)
{
 int thisMonth = dt.Month;
 int thisYear = dt.Year;
 string firstOfMonth = thisMonth.ToString() + "/1/" + thisYear.ToString();
 return firstOfMonth;
}

public string GetLastofMonth(DateTime dt)
{
  DateTime Date2Obj = new DateTime(dt.Year, dt.Month, 1);
  int thisMonth = dt.Month;
  int thisYear = dt.Year;
  Date2Obj.AddMonths(1);
  Date2Obj.AddDays(-1);
  int lastDay = Date2Obj.Day;
  string LastOfMonth = thisMonth + "/" + lastDay + "/" + thisYear;
  return LastOfMonth;
}

<asp:SqlDataSource ID="SqlDataSource1" runat="server"
 ConnectionString="<%$ ConnectionStrings:MeetingsConnectionString %>"
 SelectCommand="SELECT * FROM [Events] WHERE (([EventDate] >= @EventDate) AND ([EventDate] <= @EventDate2))">
 <SelectParameters>
   <asp:Parameter DbType="Date" Name="EventDate" />
   <asp:Parameter DbType="Date" Name="EventDate2" />
 </SelectParameters>
</asp:SqlDataSource>

<asp:SqlDataSource ID="SqlDataSource1" runat="server" OnSelecting="SqlDataSource1_Selecting"
 ConnectionString="<%$ ConnectionStrings:MeetingsConnectionString %>"
 SelectCommand="SELECT * FROM [Events] WHERE [EventDate] BETWEEN @EventDate AND @EventDate2">
 <SelectParameters>
   <asp:Parameter Name="EventDate" />
   <asp:Parameter Name="EventDate2" />
 </SelectParameters>
</asp:SqlDataSource>

protected void SqlDataSource1_Selecting(object sender, SqlDataSourceEventArgs e)
{
  e.Command.Parameters["@EventDate"].Value
           = GetFirstofMonth(DateTime.Now); //replace with your date param
  e.Command.Parameters["@EventDate2"].Value
              = GetLastofMonth(DateTime.Now); //replace with your date param
}

public void Page_Load( ... )
{
     ...
     EventDate.Value = GetFirstOfMonth( DateTime.Today );
     EventDate2.Value = GetLastOfMonth( DateTime.Today );
     ...
}

<asp:HiddenField runat="server" id="EventDate" />
<asp:HiddenField runat="server" id="EventDate2" />

<asp:SqlDataSource ID="SqlDataSource1" runat="server"
 ConnectionString="<%$ ConnectionStrings:MeetingsConnectionString %>"
 SelectCommand="SELECT * FROM [Events] WHERE (([EventDate] >= @EventDate) AND ([EventDate] <= @EventDate2))">
 <SelectParameters>
   <asp:ControlParameter DbType="Date" Name="EventDate" ControlID="EventDate" PropertyName="Value" />
   <asp:ControlParameter DbType="Date" Name="EventDate2" ControlID="EventDate2" PropertyName="Value" />
 </SelectParameters>
</asp:SqlDataSource>

select * from Events where Month(EventDate) = Month(getdate())