Rather than the colored boxes in the calendar, maybe a colored letter instead. For example, a green "M" for Movies, an orange "D" for DVDs. Or, if feasible, icons. Either way, the user just has to glance at the calendar and know what types of things are being released before he/she even clicks on anything. That might also eliminate the need for the filter buttons on the left side - freeing up screen real estate.
For the arrow keys that take you to the next month and previous month, I'd put them right to the left and right of the month at the top of the calendar. In other words, in the big blue box that says "June 2010". Also, if feasible, replace that year-at-a-glance in the upper left corner with a pop-up when you hover the mouse over the year. That'll free up real estate as well.
I'll just assume you're just working on functionality and content for now and worrying about making it "pretty" later. :) Good luck!