Okay, this finally appears to be working.
I am running Windows Vista Home Premium Service Pack 2 and iCloud Control Panel 1.0 (I re-downloaded the Control Panel during this process but I don't think that was the problem). I have an iPhone 4 running iOS 5.01.1.
Like everyone else, when I attempted to log in to the iCloud Control Panel, I got the endless spinning wheel.
At the suggestion of another user, first I went to the COMMAND prompt, then typed services.msc
(For non-geeks like myself, you get to the command prompt by right-clicking on the start menu.)
I stopped Bonjour.
Then I went to the MobileMe Control Panel. The MobileMe Control Panel prompted me over to the iCloud Control Panel.
Which finally, finally allowed me to log in.
I then followed the iCloud prompts, and I think my calendars are finally synched between my phone and the Cloud.
Unfortunately, this transition deleted all the previous data that I had on my Microsoft Outlook, both the calendar *and* the contacts. Everything went over to the Cloud, except that I lost my "categories" function for my contacts (which I wasn't using, but is annoying).
It's workable because I can see the iCloud calendar from Outlook (and the iCloud calendar picked up my archived appointments, too... it doubled and tripled them for some reason, I think in syncing with my phone... so there's some cleanup I need to do).
As a test I just added an appointment on my phone, and it shows up in the Cloud. And I added an appointment on my computer (to the iCloud calendar, not the Outlook calendar, which is empty, like I said), and after I hit "refresh iCloud," it shows up on my phone.
FIN.