moodle/calendar/event.php (line 167) add :

'courseid = '.$form->courseid.','.

moodle/calendar/event_edit.php after line 82 add:

<?php if ($form->courseid != 1) { ?>
<tr valign="top">
<td align="right">
<?php print_string('changetositewide', 'calendar'); ?>:
</td>
<td>
<?php
$courses[$form->courseid] = get_string('stayascourseevent', 'calendar');
$courses[1] = get_string('makesitewide', 'calendar');

if ($form->courseid != 1) { choose_from_menu ($courses, "courseid", $form->courseid, "", "", ""); }
?>
</td>
</tr>
<?php } else { ?> <input type="hidden" name="courseid" value="<?php echo $form->courseid; ?>" > <?php } ?>

and remark line 109:

<!-input type="hidden" name="courseid" value="<?php echo $form>courseid; ?>" /-->

add the following strings to calendar.php file in your english and local language folders:

$string['changetositewide'] = 'convert this event to site-wide?';
$string['stayascourseevent'] = 'no. keep it at course level';
$string['makesitewide'] = 'yes. make it site-wide';

enjoy