Possibly Dreamweaver is attempting to use a realitive link to the page as opposed to a absolute link. Try editing the link code to be like:
<a href="http://WWW.FULLCALENDARLINK ........ etc. for the calendar.
When you hover over the link in your browser it should display the exact same URL, in the lower left of the browser window, as you would type in directly to go to the calendar. If if does not, the link will fail - if it is correct, there is no rease for it not to link properly. You also need to be sure the Calendar does not require some kind of query strings in the URL.
It would help if we could see the code of the <a> tag line to see how Dreamweaver formed it, and what you type in as the calendar URL. Advising and coding blind is not condusive to problem rsolution.
Larry