Even though Mac OS X supports Hijri calendar the option is missing from iOS devices. To work around it people either use a dedicated Hijri calendar app or add daily events to the regular calendar.
Now you will see a list of the Hijri days (in English of course). Click Add All.
Select which Calendar to add these events to or create a new calendar.
Now the Hijri Year 1433 A.H. was added to your device and if you enabled syncing (MobileMe, iCloud, Google) then the calendar is synced across your devices.
You can also add an Arabic version of the calendar by downloading this file.
You can find the author of this post on twitter: @khaled.
Arabic version of this post on SaudiMac Arabic Edition.
Remember to visit We Want Apple Saudi Arabia petition and spread the word.