You can use something like this (adjust the coordinates):
UIActionSheet *menu = [[UIActionSheet alloc] initWithTitle:@"Date Picker"
delegate:self
cancelButtonTitle:@"Cancel"
destructiveButtonTitle:nil
otherButtonTitles:nil];
// Add the picker
UIDatePicker *pickerView = [[UIDatePicker alloc] init];
pickerView.datePickerMode = UIDatePickerModeDate;
[menu addSubview:pickerView];
[menu showInView:self.view];
[menu setBounds:CGRectMake(0,0,320, 500)];
CGRect pickerRect = pickerView.bounds;
pickerRect.origin.y = -100;
pickerView.bounds = pickerRect;
[pickerView release];
[menu release];
But you better create a fullscreen view with a UIDatePicker and a navigation bar. For an example see UICatalog -> Pickers sample from the iPhone DevCenter.