Firstly, you really shouldn't need a new database each month - PT3 can handle pretty big databases.
If you need to do this for performance reasons due to your computer specs or something, then it should work OK.
When you have
created a new database you need to set
Auto Import to import to the new database and configure the HUD to read from all of your databases (
Tutorial: Configuring HUD Options).
If your previous hands are being imported again to your new database then that may mean that you don't have Move Processed Files To configured correct - see the
Tutorial: Preventing Duplicates.
See the
Tutorial: Managing Multiple Databases.