Just to avoid loosing lost hair (from pulling it out), I'd tweak your syntax just a smidgeon.
Code:
SELECT SUM (CASE when sales_date >= '2003-01-01'
and sales_date < '2003-02-01' then qty end) as 'Jan'
, SUM (CASE when sales_date >= '2003-02-01'
and sales_date <= '2003-03-01' then qty end) as 'Feb'
FROM sales
This gets you around needing to figure out how many days are in which months (which is just lazy on my part), but it also prevents you from loosing any data entered with a time on the last day of the month too!
-PatP