Most of the gadgets for vista side bar are exe files.Once you run the file, it will get installed as a normal exe file and will be available along with other gadgets in the sidebar Gadget gallery. Just Double click you can see that gadget in the side bar. If too many gadgets are already there, you can use the left and right arrow keys on the top of the side bar. Also you can drag and fix the positions too. Let me know this will help you
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