Hi Trapias,
I customised the calendar myself previously. The changes you make like this will apply to all Blogs in your portal. I did it by copying the asp:calendar code (that you've already found) into a blank page in Visual Studio Express 2005 (This is available for free from Microsoft).
Copy this bit from Archive.ascx
<asp:calendar id="calMonth" runat="server" cssclass="Normal"></asp:calendar>
Once the code for the control is in Visual Studio, you can use the tools provided to make it look any way you like. The convenience is that it gives you all possible styling options ready-to-go... just insert your values and select your styles.
You can preview it right there and when you're happy with it, copy the code back over to the ascx file it was originally copied from.
Also, there is a page on MSDN that lists all the styles, but the method I described is far more intuitive.
I'm not sure what the XSLT files are. I'm not able to look at them from where I am now.
Regards,
Rob
P.s. What I'd now like to know is how to style the calendar control differently for any individual Blog instance.