If you wish, you can edit the images in the gadget folder...
You'll find'em at c:/Program Files/Windows Sidebar/Gadgets/Calendar.Gadget
You have to copy these images in a folder (for exemple in your documents), edit them in PS, Gimp or any application, then copy them back in the original folder.
Maybe you'll have to take ownership of the images and/or the gadget folder...
I hope this will help, don't hesitate if you need more infos!