Sidebar in every post

many users are working with this plugin: http://wordpress.org/extend/plugins/twenty-eleven-theme-extensions/

if you rather want to code, read my article.

in any case, if you want to customise the theme, start with creating a child theme http://codex.wordpress.org/Child_Themes

why not upgrade to the latest wp version 3.4.2 and use Twenty Eleven 1.4 ?

No – not in the default Twenty Eleven theme! Using the plugin mentioned above is the easiest way to add a sidebar.

In a child theme, no problem. But never in the parent theme.