We have always used the Calendar control provided by Microsoft. Since we have gone to XP it no longer works. There is a missing reference. I have found the MonthView control works fine. I would like to hear some opinions on MSCAL vs MonthView.
I, personally, avoid using ActiveX controls for the same reason as you have discovered. Moving from version to version, or even computer to computer, can cause issues.
I actually use this calendar control (non-ActiveX) in our Samples area: