The President has asked all Americans to observe this month, so if you're an American, this means he is asking you to do so.
In a proclamation posted on the White House web site, he writes:
NOW, THEREFORE, I, BARACK OBAMA, President of the United States of America, by virtue of the authority vested in me by the Constitution and the laws of the United States, do hereby proclaim June 2010 as Lesbian, Gay, Bisexual, and Transgender Pride Month. I call upon all Americans to observe this month by fighting prejudice and discrimination in their own lives and everywhere it exists.
Earlier in the proclamation he detailed all the things he has done on behalf of these favored citizens: