Spaces are not allowed in a URL, That's why your not finding how to deal with
it.

You can not have a webadress that is
www.mysite.com/month 01/index.html
VERY WRONG

if its that way on the server's hard disk, the webserver program usually does
one of two things
www.mysite.com/month_01/index.html
or
www.mysite.com/month%2001/index.html

Some Expanded URL browsers for Asia allows for Unicode in a url, but
unsupported/normal browsers will see it as '%' encoded (because that's what it
really is).

You might be seeing a Unicode character on a supported browser, AND that
specific charter is coming up blank so when you look at it you take it to be
space when it's really not.  That's the only thing I can think of.

try the filter using 
-*/Month*01/*
This will wildcard the unknown character(s)

OR

Give us a link to this folder that looks like a space