C#

using System;
using System.ComponentModel;
using System.Drawing;
using System.Runtime.InteropServices;
using System.Windows.Forms;
 
class DTPSample : Form
{
  DateTimePickerEx dtp;
 
  [STAThread]
  static void Main()
  {
    Application.Run(new DTPSample());
  }
 
  DTPSample()
  {
    dtp = new DateTimePickerEx();
    Controls.Add(dtp);
    dtp.FirstDayOfWeek = DayOfWeek.Monday;
    dtp.Location = new Point(8, 8);
 
    Text = "DTP Sample";
  }
}
 
public class DateTimePickerEx : DateTimePicker
{
  const int DTM_GETMONTHCAL = 0x1008;
  const int MCM_SETFIRSTDAYOFWEEK = 0x100f;
  DayOfWeek firstDayOfWeek;
 
  [DllImport("user32.dll", CharSet=CharSet.Auto)]
  static extern IntPtr SendMessage(IntPtr hWnd, int msg, IntPtr wParam,
    IntPtr lParam);
 
  public DateTimePickerEx()
  {
  }
 
  /// <summary>Gets a handle to the month calendar when displayed.</summary>
  public IntPtr MonthCalendar
  {
    get
    {
      if (IsHandleCreated)
      {
        return SendMessage(Handle, DTM_GETMONTHCAL,
          IntPtr.Zero, IntPtr.Zero);
      }
 
      return IntPtr.Zero;
    }
  }
 
  [DefaultValue(DayOfWeek.Sunday)]
  public DayOfWeek FirstDayOfWeek
  {
    get { return firstDayOfWeek; }
    set
    {
      bool fireEvent = firstDayOfWeek != value;
      firstDayOfWeek = value;
      if (fireEvent)
        OnFirstDayOfWeekChanged(EventArgs.Empty);
    }
  }
 
  public event EventHandler FirstDayOfWeekChanged;
 
  protected virtual void OnFirstDayOfWeekChanged(EventArgs e)
  {
    if (FirstDayOfWeekChanged != null)
      FirstDayOfWeekChanged(this, e);
  }
 
  protected override void OnDropDown(EventArgs e)
  {
    base.OnDropDown(e);
 
    if (MonthCalendar != IntPtr.Zero)
    {
      SendMessage(MonthCalendar, MCM_SETFIRSTDAYOFWEEK, IntPtr.Zero,
        new IntPtr(firstDayOfWeek == DayOfWeek.Sunday ? 6 :
          (int)firstDayOfWeek - 1));
    }
  }
}

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"When the only tool you have is a hammer, a sore thumb you will have."