There are three different types of gadgets, which can create some confusion.There are Windows Live gadgets, Vista Sidebar gadgets, and Windows Side Show gadgets. Unfortunately, the APIs between these three platforms are not compatible, though Microsoft says they are working on improving compatibility in the future.
This sidebar can take a dedicated amount of space on the screen, or can hide behind other windows.
Click on the plus symbol on the top right to see all available gadgets.
Here you can add a gadget to your desktop by double-clicking on it.
For example you can add a preview of the application to the sidebar.
This way you can keep track of some applications on the side.