I think you've pointed me in the right direction.  thanks!
the link itself does not seem to work, though.  I've tried putting the text in, and I've also tried the following:
        HyperLink link = new HyperLink();
        link.Text = e.Day.Date.Day.ToString();
        link.NavigateUrl = CMSContext.CurrentAliasPath + ".aspx?date=" + Server.UrlEncode(e.Day.Date.ToString());
        e.Cell.Controls.Add(link);
I've even tried to put test text in there - no joy.  it just shows the day number. no errors, it just gets ignored.