The monument is strangely ;) in the Chiricahua mountains. The mountains are termed a "sky island" - a 40 mile long chain of inactive volcano built mountains surrounded on all sides by desert. The monument's rock formations were created by many layers of volcanic ash that unevenly hardend into rock. The softer areas of ash were eroded away by wind and water. the enormous scale of the rock columns and pillars make for interesting photos.
I've uploaded a lot of photos which have been re-sampled to small scale to allow the pages to load faster. Higher resoluton images can be seen on my Flickr site.(http://www.flickr.com/photos/rjohnso3a/sets/72157643194371394/)