I have uploaded the Sidebar Widget plugin. Following the directions I up loaded delicious.php, gsearch.php, rss.png, widgets.php to WP-Content>plugins>widgets.
The scriptaculous folder I uploaded to wp-includes/js.
I replaced the functions.php and sidebar.php in both the classic and default themes.
I also have the Anaconda theme which supports this.
I have no tab for Sidebar Widgets on any of these thems.
I am running 2.0.4
EDIT: I also activated the plug in