Probably something like this

Option Explicit

Private Sub Cont_Click()
Dim i As Integer
Dim counter As Integer
Dim days As Integer
Dim sWS As String

Nmth.Hide

sWS = Format(Date, "MMMM-YY")
'check for already existing
Do While WorksheetExists(sWS)
    sWS = InputBox(sWS & " exists. Enter another, or leave blank to exit", "Duplicate Sheet Name")
    If Len(sWS) = 0 Then Exit Sub
Loop

Sheets("Empty").Copy Before:=Sheets(1)
ActiveSheet.Name = sWS
Cells(45, "A") = Format(Date, "MMMM")
days = Cells(44, "A")
counter = 0
i = 1
Cells(1, "D").Select
Do While counter < Cells(44, "A").Value
    ActiveCell.Value = Cells(45, "A").Value & I
    ActiveCell.Offset(0, 1).Select
    counter = counter + 1
    i = i + 1
Loop
End Sub
Function WorksheetExists(wsName As String) As Boolean
    Dim i As Long
    On Error Resume Next
    i = -1
    i = Worksheets(wsName).Index
    On Error GoTo 0
    WorksheetExists = Not (i = -1)
End Function