I assume you mean via the Web interface (me.com), right? Otherwise it should be syncing data you already have.
But if you did enter calendar events via the Web interface, and are not syncing, I would just delete the calendar itself. To do this make sure you are in calendar mode, then highlight the calendar on the left. In the top/center of the screen click the settings wheel, and then choose delete.
But before doing this, you might want to provide more details here first, such as whether you are syncing or not, what you sync with other than the iPhone, etc.