What database are you using? The trick is the date format for the database. I'm not sure about others but for MSSQL you could do something like this:
myQuery.sql.add('select * from yourtable where');
myQuery.sql.add('datefield between '''+formatdatetime('mm/dd/yyyy',datepicker1.date)+'''');
myQuery.sql.add('and '+formatdatetime('mm/dd/yyyy',datepicker2.date)+'''');
Which /should/ yield a query something like
select * from yourtable where datefield between '05/01/2001' and '06/01/2001' TealWren