Your cancel and ok buttons were not the ones you thought. Doubleclick your command buttons on the userform in the VBE to get to the right code for them.
[vba]Private Sub CommandButton3_Click()
Unload Me
End Sub

Private Sub CommandButton4_Click()
ActiveCell.Value = Calendar1.Value
Unload me
End Sub

'a doubleclick might be nice
Private Sub Calendar1_DblClick()
ActiveCell.Value = Calendar1.Value
Unload Me
End Sub[/vba]