WordPress.org

Should my theme support widgets?

Yes!

How do I customize the way it looks?

By modifying the CSS class for the pages widget.

Why can't I get it to work with my theme?

The plugin makes use of the default class generated by WordPress for the pages widget - widget_pages. This should be present in your theme for it to work properly. The class is generated by %2$s in before_widget in functions.php. Look here for more info: http://codex.wordpress.org/Widgets_API