in your directory,,,,,
content/themes/your current theme.......
sidebar.php is your file to play with.....
here is mine to use as an example for where and how i place my items.....
<div id="sidebar">
<ul>
<h2><?php _e('Featured Podcasts'); ?></h2>
<center>
http://www.joshinjapan.com/images/pcp-featured.gifJosh In Japan Featured on PodcastPickle.com (http://www.podcastpickle.com/casts/?1475)
</center>
<center>
http://www.joshinjapan.com/images/dpc.gifJosh In Japan Featured on DigitalPodcast.com (http://www.digitalpodcast.com/detail-Josh_In_Japan-2227.html)
</center>
<center>
<iframe align=top width=120 height=240 marginwidth=0 marginheight=0 hspace=0 vspace=0 frameborder=0 scrolling=no src=http://www.podcastcharts.com/exchange/display.php?id=22>
<ilayer align=top width=120 height=240 src=http://www.podcastcharts.com/exchange/display.php?id=22></ILAYER></iframe>
<font size="2" face="Arial">Podcastclicks.com</font> (http://www.podcastcharts.com/exchange)
</center>
<h2><?php _e('Josh In Japan'); ?></h2>
<center>
http://www.redcross.org/images/psabanners/all/120x60/D1.gif (https://www.redcross.org/donate/redir.asp?OID=Josh In Japan Podcasting&DID=09052005)
<form action="https://www.paypal.com/cgi-bin/webscr" method="post">
<input type="hidden" name="cmd" value="_s-xclick">
<input type="image" src="https://www.paypal.com/en_US/i/btn/x-click-but02.gif" border="0" name="submit" alt="Make payments with PayPal - it's fast, free and secure!">
<input type="hidden" name="encrypted" value="-----BEGIN PKCS7----- PKCS7-----
">
</form>
donate if you have money to burn for josh to buy a new computer (20 inch Mac)</p></center>
<script language="javascript" src="http://neocounter.net/neocounter/counter.php?user_counter=26049_1"> </script>
<?php get_calendar(); ?>
<?php /* If this is a category archive */ if (is_category()) { ?>
You are browsing the archives for the <?php single_cat_title(''); ?> category.</p>
<?php /* If this is a yearly archive */ } elseif (is_day()) { ?>
You are browsing the <?php echo bloginfo('name'); ?> (<?php echo get_settings('siteurl'); ?>) weblog archives
for the day <?php the_time('l, F jS, Y'); ?>.</p>
<?php /* If this is a monthly archive */ } elseif (is_month()) { ?>
You are browsing the <?php echo bloginfo('name'); ?> (<?php echo get_settings('siteurl'); ?>) weblog archives
for <?php the_time('F, Y'); ?>.</p>
<?php /* If this is a yearly archive */ } elseif (is_year()) { ?>
You are browsing the <?php echo bloginfo('name'); ?> (<?php echo get_settings('siteurl'); ?>) weblog archives
for the year <?php the_time('Y'); ?>.</p>
<?php /* If this is a monthly archive */ } elseif (is_search()) { ?>
You have searched the <?php echo bloginfo('name'); ?> (<?php echo get_settings('siteurl'); ?>) weblog archives
for '<?php echo wp_specialchars($s); ?>'.</p>
<?php /* If this is a monthly archive */ } elseif (isset($_GET['paged']) && !empty($_GET['paged'])) { ?>
You are browsing the <?php echo bloginfo('name'); ?> (<?php echo get_settings('siteurl'); ?>) weblog archives.</p>
<?php } ?>
<h2><?php _e('Archives'); ?></h2>
<ul>
<?php wp_get_archives('type=monthly'); ?>
[/list]
<h2><?php _e('Categories'); ?></h2>
<ul>
<?php list_cats(0, '', 'name', 'asc', '', 1, 0, 1, 1, 1, 1, 0,'','','','','') ?>
[/list]
<h2>
<?php _e('Buttons'); ?></h2>
<a href="http://feeds.feedburner.com/JoshInJapan">
http://feeds.feedburner.com/~fc/JoshInJapan?bg=3399CC&fg=FFFFFF&anim=0</a>
http://www.joshinjapan.com/images/itunes1click.gif (http://phobos.apple.com/WebObjects/MZStore.woa/wa/viewPodcast?id=74193238)
http://www.feedburner.com/fb/images/pub/fbapix.gif (http://feeds.feedburner.com/JoshInJapan)
http://www.podcastalley.com/images/podcastalley_icon.gif (http://podcastalley.com/)
http://www.joshinjapan.com/images/PCA-VOTENOW.png (http://www.podcastalley.com/one_vote2.php?pod_id=5662)
http://odeo.com/img/badge-channel-pink.gif (http://odeo.com/channel/5294/view)
http://www.podcastingnews.com/images/Podcasting_News.gif (http://www.podcastingnews.com/)
http://ipodderx.com/_graphics/iPodderX_B2.gif (http://ipodderx.com)
http://ipodder.sourceforge.net/buttons/badge_ipodder.gif ('http://ipodder.sourceforge.net/#download')
http://www.podfeed.net/images/add_podcast.gif (http://www.podfeed.net/add_my_podfeed_item.asp?url=http://feeds.feedburner.com/JoshInJapan)
http://www.newsgator.com/images/ngsub2.gif (http://www.newsgator.com/ngs/subscriber/subext.aspx?url=http://feeds.feedburner.com/JoshInJapan)
http://www.podcastpickle.com/images/pcplogos/badge_podcastpickle.gif (http://www.podcastpickle.com)
http://www.mozilla.org/products/firefox/buttons/firefox_80x15.png (http://getfirefox.com/)
[/list]
<?php get_links_list(); ?>
<h2><?php _e('Meta'); ?></h2>
<ul>
<?php wp_register(); ?>
<?php wp_loginout(); ?>
"><?php _e('Valid <abbr title="eXtensible HyperText Markup Language">XHTML</abbr>'); ?> (http://validator.w3.org/check/referer)
<abbr title="XHTML Friends Network">XFN</abbr> (http://gmpg.org/xfn/)
">WordPress (http://wordpress.org/)
<?php wp_meta(); ?>
[/list]
<h2>Search this site</h2>
<ul>
<?php include (TEMPLATEPATH . '/searchform.php'); ?>
[/list]
<script type="text/javascript"><!--
google_ad_client = "pub-1388863210139733";
google_ad_width = 120;
google_ad_height = 600;
google_ad_format = "120x600_as";
google_ad_type = "image";
google_ad_channel ="";
//--></script>
<script type="text/javascript"
src="http://pagead2.googlesyndication.com/pagead/show_ads.js">
</script>
<iframe align=top width=120 height=240 marginwidth=0 marginheight=0 hspace=0 vspace=0 frameborder=0 scrolling=no src=http://www.podcastcharts.com/exchange/display.php?id=22>
<ilayer align=top width=120 height=240 src=http://www.podcastcharts.com/exchange/display.php?id=22></ILAYER></iframe>
<font size="2" face="Arial">Podcastclicks.com</font> (http://www.podcastcharts.com/exchange)
</div>