No longer able to save iCal calendars "on my mac"

I have some of my iCal calendars saved "on my mac", and some of my iCal calendars saved "on iCloud".

After updating to 10.8.2, syncing of calendars in the iCloud settings preference pane were not enabled. I enabled it, and was asked if I wanted to merge calendars on my Mac with calendars in iCloud. I answered "yes", and after that I have no longer the option to save a new calendar "on my mac".

If I create a new calendar, the only option is to save it in iCloud (I have an option saving it in .Mac, but that is obviously no longer working since MobileMe is no more).

Does anybody have any suggestions as to how to be able to save new calendars "on my Mac"?