no, wait... What do you mean by Content Query Web Part? I'm not sure we're using the same thing...
What I have is a typical "Calendar" list that was created inside a SP site (through a web browser). The calendar list comes with 2 pre-defined views, one is a "Calendar view" (which is default), and one is "Current Events". Clicking on the calendar list's name brings it up in "calendar view", by default.
What I did then, using Sharepoint Designer 2007, was to modify the DispForm.aspx page (located under sitename/calendarName/dispForm.aspx), so that it can show certain customized data. I inserted this in SP Designer using Insert --> Sharepoint Controls --> Custom ListForm. So I don't know if this is the same as your "content query web part" (I don't think so).
What is the list that you're trying to display in "calendar view"? Is it a sharepoint "calendar list", or is it a custom list that was designed so it contains event-type information? If latter, I don't think you can display that in a built-in "calendar" view.