Here is what you can do:
Define 3 jobs:
1) full backup, run every 1st day of the month. Let's say backup full path is "D:\MyBackup.cbu"
Add a task to run before backup (.bat file) to move "D:\MyBackup.cbu" to "D:\OldBackup\MyBackup.cbu". Destination directory must exist. Make sure you check the "wait for task to complete" option.
2) Create an incremental backup job to run weekly (every day except Sunday) to be saved in the same file
2) Create a differential backup job to run weekly (every Sunday) to be saved in the same file
This will help you keep all your backups from last month in "D:\OldBackup\MyBackup.cbu" file and all your backups from the current month in "D:\MyBackup.cbu" file.
Just make sure you use version 4 for this, because version 3 still has some issue with appending a backup to same file. Version 4 can be found here
Edit: There isn't a easy way to create scripts exactly the way you want, but I hope the above helps.