I have created the calendar, but is there a way to not have the events go into a forum? Like I just want the events shown on the calendar, I dont want them going into the forum as well.

Have you try this:

admin panel>modules>*scroll down a little*>"Configuration" under "Calendar">"Select the forum associated with" select the forum you want to associate with the calendar>then hit save

Hope this helps you.

Thats the problem though, I dont want the events going to a forum, I want it just to stay in the calender.

I think that's impossible.

But if you want, you suggest it for your forum under Suggestion section...