There are tons of ways to do this- some use ActiveX controls, some do not. Some have more functionality than others.
For a simple approach, the DateTimePicker ActiveX control is probably your best bet. The only disadvantage is that it's an ActiveX control, which can be difficult to manage if you have to install in a variety of environments. Using the DateTimePicker is really just like using a combo box. Use it bound or unbound. Just like a combo box, when the user clicks the arrow the control shows the list of choices- in this case a calendar where the user can click on a date.
Some Microsoft links:
- A walkthough of using the Access Calendar Control
- A reference for the DateTimePicker ActiveX control
- A reference for the ActiveX MonthView control