This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
According to the docs, the LOAD DATA statement doesn't have any option to filter rows based on their column values.
If the date column is first in your input file, you might perhaps be able to import a specific month by using the LINES STARTING BY clause and further tweaking, but I'd say such a solution would be too fragile.
Other than this, you'll probably have to load the contents of the file into a temporary table and then use INSERT INTO ... SELECT to select just the desired subset of rows to insert into the target table.