Thank you for everything.
I already found the solution.
You have to create a virtual directory into the IIS and put all the files inside the virtual directory.
Instructions:
1) Start -> Control Panel -> Administrative Tools -> Internet Information Services
2) Expand Server Name -> Web Sites -> Default Web Site
3) Select the folder where the Mediachase Ajax Calendar is located
4) Right click and select properties
5) Under Directory click the create button next to Application name
6) Click OK
I hope it works for all.