With your particular theme, this looks like it will be a little tricky. The theme author coded the width into multiple places. For example, you'll need to change the width in all three of these:
margin: 5px 0 0;
background: #fff url(images/bg_narrowcol.gif) repeat-y;
background: url(images/bg_narrowcol_bottom.gif) no-repeat left bottom;
background: url(images/bg_narrowcol_top.gif) no-repeat left top;
And somewhere else in your CSS, the theme author has hard-coded other widths. As a result, expanding these widths causes your sidebar to drop below the content. So you'll also need to find the sidebar's width in the CSS and decrease it by whatever you amount you increase those.
Incidentally, answering questions like yours is quite easy if you use FireFox with the "Web Developer" extension. Give it a try.