First few steps ripped directly from davak's directions from Installing The Sidebar into Vista.
This is a quick mirror I put up since the main server is overloaded. The original links are...
Install the Vista / Longhorn Sidebar into XP
Vista / Longhorn: Install the Sidebar into Build 5219
1. Download the Vista Sidebar files
2. Unrar the files
3. Copy the Windows Sidebar folder into your Program Files folder. If C is your default Vista drive, the folder should end up here: C:\Program Files\Windows Sidebar
4. Download the hacked patch files from RAFAEL.
5. Uncompress them into the Windows Sidebar folder
6. Click on the patch.exe in the Windows Sidebar folder
7. Click OK to the sidebar.exe - File successfully patched! window
8. You now need to put the xmlrw.dll into the Windows Sidebar folder. If you have IE7 installed, you can get it from there. If not, you can download it from this forum post. Place xmlrw.dll into your sidebar folder.
9. Run \Program Files\Windows Sidebar\sidebar.exe
10. When the sidebar opens, click the plus (+) to load the gadgets.