Hi,

The WebDatePicker is AJAX control which is located in different dll and does not use shared.dll, where IProvidesEmbeddableEditor is located. It is possible to implement custom embeddable editor for UltraWebGrid, though, besides implementation of server interface members, it also assume several specific members in javascript object of editor. I wrote a sample for you, which implements most features, though, it may have side effects and is not able to do full job, like processing first key, ocasional closing calendar on start, etc. It also uses few internal methods in javascript, which are not supported and in case of misbehavior, exceptions or side effects, that sample should not be used.
You should include aps:ScriptManager in webform and implement following server and javascript methods.

aspx.cs codes:

 private MyWebDatePicker _MyWebDatePicker;
 protected override void OnInit(EventArgs e)
 {
  base.OnInit(e);
  this.UltraWebGrid1.InitializeDataSource += new Infragistics.WebUI.UltraWebGrid.InitializeDataSourceEventHandler(UltraWebGrid1_InitializeDataSource);
  this._MyWebDatePicker = new MyWebDatePicker();
  this._MyWebDatePicker.ID = "_MyWebDatePicker1";
  this._MyWebDatePicker.ClientSideEvents.Initialize = "WebDatePicker1_Initialize";
  this.Form.Controls.Add(this._MyWebDatePicker);
 }
 void UltraWebGrid1_InitializeDataSource(object sender, Infragistics.WebUI.UltraWebGrid.UltraGridEventArgs e)
 {
  DataTable dt = new DataTable("Customer");
  dt.Columns.Add("CustomerID", typeof(int));
  dt.Columns.Add("CustomerName", typeof(string));
  dt.Columns.Add("Address", typeof(string));
  dt.Columns.Add("DateOfJoin", typeof(DateTime));
  dt.Rows.Add(new object[] { 1, "John Lever", "South Street", DateTime.MinValue });
  dt.Rows.Add(new object[] { 2, "Walter Smith", "12/4 S MarkD", new DateTime(2009, 10, 20) });
  dt.Rows.Add(new object[] { 3, "Kathy Lever", "23/45 Honai", DateTime.Now });
  dt.Rows.Add(new object[] { 4, "George Wills", "233 Walter Street", DateTime.Now });
  this.UltraWebGrid1.DataSource = dt;
 }
 protected void UltraWebGrid1_InitializeLayout(object sender, Infragistics.WebUI.UltraWebGrid.LayoutEventArgs e)
 {
  this.UltraWebGrid1.Columns[3].EditorControlID = this._MyWebDatePicker.UniqueID;
  this.UltraWebGrid1.Columns[3].Type = Infragistics.WebUI.UltraWebGrid.ColumnType.Custom;
 }
}
internal class MyWebDatePicker : Infragistics.Web.UI.EditorControls.WebDatePicker, Infragistics.WebUI.Shared.IProvidesEmbeddableEditor
{
 string Infragistics.WebUI.Shared.IProvidesEmbeddableEditor.EditorID
 {get{return this.ID;}}
 string Infragistics.WebUI.Shared.IProvidesEmbeddableEditor.EditorClientID
 {get{return this.ClientID;}}
 bool Infragistics.WebUI.Shared.IProvidesEmbeddableEditor.CanEditType(System.Type type)
 {return type != null && type.Equals(typeof(DateTime));}
 bool Infragistics.WebUI.Shared.IProvidesEmbeddableEditor.CanRenderType(System.Type type)
 {return type != null && type.Equals(typeof(DateTime));}
 string Infragistics.WebUI.Shared.IProvidesEmbeddableEditor.RenderValue(object value)
 {
  if((value is string) && ((string)value).Length > 1)
   return (string)value;
  if(!(value is DateTime) || DateTime.MinValue.Equals(value))
   return string.Empty;
  string format = this.DisplayModeFormat;
  if(format.Length == 0)
   format = this.EditModeFormat;
  return ((DateTime)value).ToString(format, this.Culture);
 }
}

aspx:

<script type="text/javascript">
function WebDatePicker1_Initialize(editor)
{
 var elem = editor.get_element();
 elem.Object = editor;
 editor.Element = elem;
 editor.setValue = editor.set_value;
 editor.getValue = editor.get_value;
 editor._old_fireEvt = editor._fireEvt;
 editor._fireEvt = function(p1, evt, p3, p4)
 {
  editor._old_fireEvt(p1, evt, p3, p4);
  if(evt && (evt.keyCode == 27 || evt.keyCode == 13 || evt.type == 'blur'))
  {
   $util.cancelEvent(evt);
   igtbl_hideEdit(null, {event:evt}, editor._gridObj);
  }
 }
 editor.addEventListener = function(name, fn, g)
 {
  editor._gridObj = g;
 }
 editor.removeEventListener = function(name, fn)
 {
  editor._gridObj = null;
 }
 editor.getRenderedValue = function(v)
 {
  return editor._toTxt(v, false, '');
 }
 editor.setVisible = function(show, x, y, width, height)
 {
  var style = elem.style;
  style.position = 'absolute';
  if(show)
  {
   style.left = (x - 1) + 'px';
   style.top = (y - 1) + 'px';
   editor._fixSize(width + 'px', height + 'px');
   editor.focus();
  }
  $util.display(elem, !show);
 }
}
</script>
<asp:ScriptManager runat="server" ID="ScriptManager1"></asp:ScriptManager>
<igtbl:UltraWebGrid ID="UltraWebGrid1" runat="server" Height="121px" Width="371px" OnInitializeLayout="UltraWebGrid1_InitializeLayout">
    <displaylayout allowupdatedefault="Yes"></displaylayout>
</igtbl:UltraWebGrid>