Your @me calendars must already on iCloud. MobileMe was replaced by iCloud last year and when you migrated your account they were moved over automatically.
If you move calendars to ON MY MAC they won't sync with iCloud. They need to be stored in your @me.com / @mac.com / @icloud.com
If you login at http://www.icloud.com/ with your @me.com address are your calendars there?
Your signature states you are running OS X 10.6.4 - iCloud requires at least OS X 10.7.4
At present I've just reverted to a time machine backup to snow leopard after having download mountain lion and losing my calendars.
My @me calendars were on icloud prior to the upgrade to mountain lion. But when I synced iCal with iCloud my ON MY MAC calendars overwrote the @me calendars on iCloud subsequently losing all @me calendars.