Mathias,
As far as posts go, just search for "IIF error" or "IIF doesn't work"
and you'll come up with tons of 'em.
My experience with this issue comes from trying to do divide by zero
error checking.  For example, =IIF(exp2 = 0,0,exp1/exp2); SSRS
evaluates both T and F and blows up when exp2 = 0.
The only way I've found to work around is to create a custom code
function then use that function in your expression.  For your situation
the function would be something like:
Public Function MonthValue (Exp1)
    If Exp1 = 13 Then
        MonthValue = "YTD"
    Else MonthValue = MonthName(Exp1)
    End If
End Function
Your expression would then be:
=code.MonthValue(Fields!Month.Value)
Good luck
toolman