When you are in the VBA editor and working with a form in design mode, right-click on the toolbox in a blank area near the tool icons. (Not on the tab, not on the title bar and not on the background. Click in the palette area.) Click "Additional Controls..." and you should be able to tick a calendar control. (For Excel 97, it's called Calendar Control 8.0) Click OK and use it like any other object on the palette.
It's big and clunky, but it works.