I can definitely understand trying to keep your calendars separate. The calendar application itself is the default calendar, it combines all your calendars into one. You can not set one as the default but you can change which calendars are displayed. Appointments from each calendar are color coded for easy viewing.
Hope this helps
I personally have this phone, and have 4 different calendars. When you go to create a new appointment, you have the option to choose which calendar it will be synced to. Choose the calendar you want, and it will not change until you change it to a different calendar.