You have to paste your code so that we can find the root of the problem. My guess is that you did not register the sidebar.
If it still says “No Sidebars Defined” you probably didn’t do the functions.php properly.
Try reading this article on widgetizing themes: http://www.themelab.com/2008/04/18/see-how-easy-it-is-to-widgetize-wordpress-themes/
OK, um, now I feel like an idiot.
First off, thank you for the link to themelab.com, I found it much more useful than the automattic site.
After lots of trial and error, trying to weed out what was going on, I finally found where I was making the mistake. Um…I had named my functions.php “fuctions.php” (missing a critical “n”), gosh that’s embarrassing. ::holds head down in shame::
Thank you so much for your help.