TSQL retrieve all records in current month/year

Just as an alternative - this should use an index on DateFinished.

SELECT * 
FROM MyTable
WHERE DateFinished BETWEEN 
     DATEADD(MONTH, DATEDIFF(MONTH, 0, GETDATE()), 0)
     AND 
     DATEADD(MONTH, DATEDIFF(MONTH, 0, GETDATE()) + 1, 0)

If you've only got a small number of rows, this will do to get all rows where DateFinished is in this month of this year.

SELECT * 
FROM MyTable
WHERE Year(DateFinished) = Year(CURRENT_TIMESTAMP) 
                 AND Month(DateFinished) = Month(CURRENT_TIMESTAMP)

This could get quite slow over a large number of rows though - in which case using DateAdd, DatePart and BETWEEN is probably more appropriate, and can take advantage of indexes (I don't have time to write an answer involving those right now!)