you can use a subquery
Code:
SELECT *
FROM myTable
WHERE ExtractDate=(SELECT Max(ExtractDate) FROM myTable AS T WHERE ClientID=myTable.ClientID AND Month(ExtractDate)=Month(Dateadd("m",-1,Date()))
this will select from all dates in March if date is in April, from all years, but the max will be last month so will return the right result. You can play around with it if you want to get a set relating to last month only.
Note, ensure your ExtractDate is indexed (I would expect it to be anyway). Using subqueries can have an effect on performance which is resolved by suitable indexing