Just because I struggle every time to find how to do that, here’s the procedure to delete an event without responding :

1. Click on events
2. Click on the event you want to get rid of
3. In the guest list you’ll see yourself as well as your invited friends. There’s a cross beside your name. Click on it to remove yourself

BAM ! DONE !

The following sample Facebook desktop application exports your friends birthdays in a vCard file format. This file is suitable to be imported into your GMail contacts for example.