(If anyone has some screenshots of this that they would not mind being published on this page, please send an e-mail.)
1. Use Captain's Roster Online to convert your roster into an iCalendar file (.ics).
2. Wait for an email from Captain's Roster Online with your roster attached.
3. Download the attachment and save it on your computer.
4. Double-click the iCalendar file. This will bring up the Apple iCal Add Events form.
5. Ensure that the proper Calendar is selected and click OK.
That's it! Your roster is now a part of your iCal calendar.