David-
It sounds like the control isn't registered properly. Frankly, I gave up on the ActiveX controls distributed with Access a long time ago. I now use a form designed as a calendar that I pop open from a command button. You can find a sample at
http://www.viescas.com/Info/links.htm#Downloads. It's an Access 97 database, but you can convert it easily to a newer version.
John Viescas, author
"Microsoft Office Access 2003 Inside Out"
"Running Microsoft Access 2000"
"SQL Queries for Mere Mortals"