select a.StationNo,a.Year, b.Month 
    from (select StationNo, year = min(year) from tblStation group by StationNo ) a
    join (select StationNo,year, month = min(month) from tblStation group by StationNo,Year) b
    on a.StationNo = b.StationNo and a.Year = b.Year
BTW:楼主你应该发到数据库论坛去