Allright I fixed it, I did the following to get multi language and a Dutch translation of the CakePHP formhelper months working:
1 - I created a folder named app/Locale/nl_NL/LC_MESSAGES
2 - I ran ./Console/cake i18n extract through the console
3 - I added the following lines to cake.pot:
msgid "January"
msgstr "Januari"
msgid "February"
msgstr "Februari"
msgid "March"
msgstr "Maart"
msgid "April"
msgstr "April"
msgid "May"
msgstr "Mei"
msgid "June"
msgstr "Juni"
msgid "July"
msgstr "Juli"
msgid "August"
msgstr "Augustus"
msgid "September"
msgstr "September"
msgid "October"
msgstr "Oktober"
msgid "November"
msgstr "November"
msgid "December"
msgstr "December"
4 - I used poEdit to create .po (and .mo) files from default.pot and cake.pot. I placed the .po (and .mo) files inside the earlier created folder.
5 - I placed the following line inside bootstrap.php:
Configure::write('Config.language','nl_NL');