Firstly, EM is great and for people who want to list events alongside posts this link helps.
My problem is similar but slightly different. I use a child of twenty eleven theme and want events to appear in the categories and tag cloud widgets alongside normal posts, as if they were a normal post using the same post categories and tags. I guess this involves tweaking the widget code, which I've never done but am willing to try. Events are set to be posts, categories and tags are enabled.
Apologies if this has been answered elsewhere. The site is here.