Hello Benjamin,
This is strange. To get us started, can you please confirm you have tried all of the following:
1. Are you running the latest version of WordPress?
2. Are you running the latest versions of our plugins (2.0.7)?
3. Have you tried deactivating all other plugins to rule out a conflict?
4. Have you tried reverting to the Twenty Eleven theme to see if it’s something with your theme?
5. Try setting your permalinks to ‘postname’ in Settings > Permalinks?
6. Try refreshing your permalinks by visiting Settings > Permalinks (it does it automatically)?
Also, have you checked your settings, in both the Events Calendar and your timezone settings – both under WordPress’s Settings menu?