This isn't a widget and added program you need to install; that's what I like about it. The monthly calendar is actually part of the desktop wallpaper. Big Huge Labs will let you upload whatever desktop wallpaper you like, and it will add the transparent calendar to your wallpaper. Only bad side; you will have to re-upload and update your wallpaper once a month.
Add Calendar to Wallpaper [link]
Wallpaper: Turn any photo into cool desktop wallpaper with a calendar
Convert any photo into a perfectly-sized desktop wallpaper for your computer or portable device that even includes a handy monthly calendar. Add special effects to desaturate, blur, or color your wallpaper. Standard and wide-screen monitors, iPhones, cell phones, and other portable devices are supported.