the reason being is because the asp:Calendar is a server rendered control. so changing the month causes the need for the control to be re-rendered. personally I have never been a big fan for many of the asp controls. since you are using jQuery might I recommend you use a jQuery plugin and just eliminate the need for a server rendered control?? here is one that I use - http://trentrichardson.com/[^]
as if the facebook, twitter and message boards weren't enough - blogged