I have the same problem, DayPilotMonth control (latest version).
Take this event, for example:
[start] 2011-06-12 00:00:00.000
[end] 2011-06-14 00:00:00.000
It only shows the event as being on the 12th and 13th. If I add 1 second to the end_dt, it shows up correctly (spanning all three days).
Is this somehting you'd consider a bug or is there a known fix? Our system stores event end dates in that format because they're not tracked by time.