If you've ever wanted to BCP from inside a stored procedure here's how:

DECLARE @FileName varchar(50)
   ,@bcpCommand varchar(2000)
   ,@YearMonth char(7)

set @YearMonth = '2006-04'
SET @FileName = '\\server\share\folder\'+ @YearMonth +'.txt'

SET @bcpCommand = 'bcp "SELECT * FROM Northwind..tblSomeTable where SomeField like ''' + @YearMonth + '%''" queryout "'
SET @bcpCommand = @bcpCommand + @FileName + '" -U sa -P password -c'

print @bcpCommand
Exec master..xp_cmdshell @bcpCommand

Notice that in this example the BCP is using an sql query to filter the exported records.  Also notice that I am using the same filter as the name of the exported file.