Calendar address

I’m very new to wordpress please help.
Hey Kieran O’Shea i notice on the wordpress site when i click on the calendar section
the address changes to this http://www.fourcornersevangelism.org/?month=sept&yr=2013 instead of being this http://www.fourcornersevangelism.org/calendar/?month=sept&yr=2013 do you know why? Thanks.

http://wordpress.org/plugins/calendar/