No Sidebar Widgets Work

None of my sidebar widgets works that contain any kind of script. I have uploaded the relevant plugins to the correct folder and activated the plugins. When I then drag the widgets to the sidebar they either look funny on the blog or don’t work (as in the case of the feed icon.). The feed icon chicklet and header look fine but just take me back to my site when clicked. The feed works fine tho’ as I see it updating properly in my reader. For MyblogLog, I installed the widegt, activated, pasted in the code and got only the top half of the “recent” graphic. For Alexa, I pasted the code into a text box and dragged to the sidebar. The Alexa box got no data, so I removed that. Currently I removed all of those widgets and await help.