class CCalendar : public CXTPCalendarControl
{
public:
 CCalendar();
 virtual ~CCalendar();
 DECLARE_DYNCREATE(CCalendar);
 bool StartSchedule();
    ...
protected:
 DECLARE_XTP_SINK(CCalendar, m_Sink);
 void OnReminders(XTP_NOTIFY_CODE Event, WPARAM wParam , LPARAM lParam);
 ...
};

//File CCalendar.cpp
IMPLEMENT_DYNCREATE(CCalendar, CXTPCalendarControlView)

void CCalendar::OnReminders(XTP_NOTIFY_CODE Event, WPARAM wParam , LPARAM lParam)
{
 UNREFERENCED_PARAMETER(lParam);

 int eAction = (int)wParam;

 switch (eAction)
 {
 case xtpCalendarRemindersFire:
  {
   CXTPCalendarRemindersManager *calRemindersManager = GetRemindersManager();
   CXTPCalendarReminders calRemindersL;
   CXTPCalendarReminder *pcalReminder;
   CXTPCalendarEventPtr cEvent;
   XTP_CALENDAR_RECURRENCE_OPTIONS cOptions;

   calRemindersManager->GetActiveReminders(calRemindersL);

   for (int i = 0; i < calRemindersL.GetCount(); i++)
   {
    pcalReminder = calRemindersL.GetAt(i);
    cEvent = pcalReminder->GetEvent();
    //get some event atributes
    pcalReminder->Dismiss();
   }
   ::SendMessage(parentInstance, WM_CAL_SHEDULER, 0, 0);
  }
  break;
 case xtpCalendarReminderDismissed:
 case xtpCalendarReminderDismissedAll:
 case xtpCalendarRemindersMonitoringStarted:
 case xtpCalendarRemindersMonitoringStopped:
 default:
     break;
 }
}

bool CCalendar::StartSchedule()
{
 CXTPCalendarData* data = GetDataProvider();
 CXTPCalendarEventsPtr cEvents = data->RetrieveDayEvents(COleDateTime::GetCurrentTime());
 CXTPCalendarEventPtr p;
 for (int i = 0; i < cEvents->GetCount(); i++)
 {
   p = cEvents->GetAt(i, TRUE);

  //get some events data
 }
 cEvents->RemoveAll();
 EnableReminders(true);
 ::SendMessage(parentInstance, WM_CAL_SHEDULER, 0, 0);
 CConfig::SetCalendar(true);
 return true;
}

//Main
CCalendar calendar;
calendar.StartSchedule();

Yes, the IDE shows and 'unknown' leak, and the memory profiler indicates that that leak is produced from calendar.

VS8 + SP1 (2005)