You need to tell the calendar to show all of your activity types.
When looking at the calendar page, to the left of the calendar, do you see a bunch of checkboxes, one for each activity type? If no, look just to the left of the calendar's header (just left of the word Sunday). You should see two grey vertical bars. Click them. You should see the checkboxes slide in from the left.
Now just check the checkbox for each activity type you want to see on your calendar.
So someone over at Garmin doesn't know the first thing about user interface. Found the two grey bars - thank you Travis. Now if I can just get the data across to iCal I'll be all set.
Small vertical grey bar just to the left of the day headings if you hover over it you get a double headed arrow - click when you get the arrow showing and it will hide the lefthand section and you will be full screen again