There is already one built in.
In the VBE goto Tools, Reference, Browse, All File Types and make a reference to C:\Program Files\Microsoft Office\Office10\mscal.ocx
This will create an entry that says something to the effect of microsoft calander control. Place a check mark in teh box next to it and press ok.
Then goto tools, additional controls and add Calander Control 10.0. This will add a item to your controlbox that looks like a grid. It will be your calander. Here is some sample code on how you might interact with it.
Code:
Private Sub Calendar1_Click()
Selection = Calendar1.Value
Unload Me
End Sub
Private Sub CommandButton1_Click()
Calendar1.Value = Date
Selection = Calendar1.Value
Unload Me
End Sub
Private Sub CommandButton2_Click()
Unload Me
End Sub
Private Sub UserForm_Initialize()
If IsDate(ActiveCell.Value) Then
Calendar1.Value = DateValue(ActiveCell.Value)
Else
Calendar1.Value = Date
End If
End Sub