I presume the way you are currently doing it is to use Calendar Control 8.0. For those of you out there who don't know about this, it creates a sizable calendar directly on your UserForm. To add it, right click on the Control Toolbox, choose Additional Controls, and select Calendar Control 8.0.
It sounds like your problem is that you don't want the calendar taking up that much space on the Form. Correct? If that is the case, one option you have would be to create the calendar on a separate small form. Then you could have a button saying "Select Date" that would launch the Calendar form. You could then return the value of the calendar control to a text box on the original Form. To me, that is a much more professional look than having dropdowns to select date values.
Hope that helps.
Chris