The VCS file can not dictate which calendar it gets imported to (at least I don't believe it can), the file will be imported into your default calendar.
Check this page to make sure you have your calendar default set the way you expect it to be
http://answers.microsoft.com/en-us/o...1-9201ccbdce59
substitute Windows life for your default calendar
If it continues to be a problem try manually importing instead of double clicking, this way in Outlook 2010 you have a bit more control over where the file is going to go, given the choice of opening the file as a new calendar or importing into the current default (file, import export, vcs, locate the file, open as new or import)
On earlier versions, the account settings menu is under the tools menu.