Get only all Selected Members

I am working with SSAS 2012.

I build my cube, so far everything is ok. I only have one problem.

I want to get all Selected Members in my list in excel.

Here is the example: https://drive.google.com/file/d/0B8onHvwlltS4U3oyYVVRbFZVd1k/edit?usp=sharing

I tried to MDX expressions and none returned my what I want.

Generate((Existing [SKU].[Month].[Month]),  [SKU].[Month].Currentmember.name, ", ")
Generate(Nonempty( [SKU].[Month].[Month]),  [SKU].[Month].Currentmember.name, ", ")

I want the result to be like this: February, January, May!

For the 3 lines in the excel

Line1=February,January,may
Line2=February,January,may
Line3=February,January,may
My cube contains 9 month.

My current selection as per the image is only 3 month.

I want the mdx to return to me the selected month in every line of the excel sheet.

Ramzy N.Ebeid