AJAX Calendar Extender Control NOT working

I am trying to build a Web Application using Visual Studio 2005 and C# 2005. I need to accept a date in a particular textbox. I tried to use AJAX Calendar Extender for the purpose. I have added AJAX Script Manager and CalendarExtender controls to the webpage and set the TargetControlId of CalendarExtender to the proper textbox id. But when I display the webpage (using Debug -> Start Without Debugging) and click inside the textbox nothing happens. I even tried to add an image control to the form and set the PopupButtonId of the CalendarExtender to the image, but even then I am unable to display the calendar control. What am I doing wrong??