Need help installing sidebars!

I don’t know much about php but i do know a little to get stuff around. And i just installed a wordpress blog on my site and i try to edit the sidebar but this is the message i get:
No Sidebars Defined
You are seeing this message because the theme you are currently using isn’t widget-aware, meaning that it has no sidebars that you are able to change. For information on making your theme widget-aware, please follow these instructions.

I don’t get what it say and i don’t know how to enable the sidebar. I need to have a sidebar, so please tell me how and be clear and if you know how and want to give me instructions please be even more clear and show me step by step. Thanks