Apple removed the option to add an action to Maverick's Calendar app but you can use Automator to accomplish this.

I found that if you use Automator to add an action an Automator calendar will appear over in the Calendar side bar. Then just select the Automator calendar for the item you are adding.

[crarko adds: I had to play around a bit in Automator to figure out what to do here, but it looks like creating a Calendar Alarm action will do the trick.]