This behavior is by design - we wanted to provide a free text input DateTimePicker control that allows the user to input arbitrary text instead of masked input.
I would suggest you the same thing that Kaloyan suggested - to use the RadMaskedTextBox control instead. If you need to show the button with the calendar and clock you may use the RadDropDownButton control, the RadCalendar control and the RadClock control with the RadMaskedTextBox (the same we did in the RadDateTimePicker, but with another TextBox).
Hope this helps.
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