On one site I manage http://natassiav.me/ I am using The Events Calendar to display all her performances. If you notice the upcoming events widget in the side bar, it is displaying the correct info but when an event is clicked it reloads the current page. I believe it should be directing your browser to the single event view for that event.
I am using wordpress 3.5.2 with the latest The Events Calendar Version 3.0.1
I have installed Hazen Version 2.4.5 as the theme.