I assume you mean the DateTimePIcker control. The only ChangeParent I know is in the Formlib and it should work.since there is no "change Parent" available, it renders the control useless in some applications...
For library controls, like those in ControlEx, you need to use the ControlRef or Value property to refer to them for things like ChangeParent. From my FormEx help.
"In Basic4PPC a function that expects a Control object can receive a string (or any expression that evaluates to a string) with the name of a Basic4ppc control (Basic4ppc will convert it to the required reference) or a Control object (which can only come from an external library). "