Okay, this is what you have to do:
1. Open up default Maemo 5 calendar
2. Select "Settings" on the top bar
3. Select "Edit calendars" (don't know the exact english term for it)
4. Click on a calendar you wish to export, i.e. "Hobby"
5. Select "Export" on the right side of the menu and save wherever you want to. Do this with all the calendars you'd like to have on GPE.

You are done in the default N900s calendar now. Time to go to GPE.

6. Open up GPE calendar
7. Select "Import" from the top bar
8. Go to the folder where you saved your files exported from the default calendar and select the file you want.
9. Now you can either import to an existing calendar type in GPE or you can create a new one on the fly. Please note that a larger calendar database takes quite some time to import and that the progress bar might freeze.
10. Repeat till all your exported data is done.

I really enjoy GPE calendar, so much better than the default solution. Thank you so much for creating the nice piece of software.