The Windows Sidebar does not start automatically with Windows.
Click Start > type "Windows Sidebar Properties" > check "Start Windows
Sidebar when Windows Starts" > click OK.
How do I add and remove Gadgets on the Windows Sidebar?
Click the plus sign at the top of the Sidebar, a Gallery will then appear
with a collection of installed Gadgets. Select a desired Gadget, right click
it and click Add or select the Gadget and drag onto the Sidebar frame and
release. You can acquire more Gadgets by going to http://gadgets.microsoft.com