Are you showing/updating the dock after an AJAX request? If yes, then try setting the calendar control's "EnableAjaxSkinRendering" property to "true" in your code after you show the dock. If you still cannot get the calendar skin to show, please send us a sample page (aspx and code) we can use to reproduce the problem locally.
On a side note - yesterday we have released a new update for the RadControls suite (2008.01.619). You can try downloading the fix and testing your application with it.
the Telerik team