Sidebar problems

Please help. I am not trying to do anything out of the ordinary. I just want the simple things to work. I downloaded a wordpress theme from the site and installed it fine. My posts, pages and photos updated nicely. I am now having issue with my RSS feed at the top of the page (the feed at the post level seems to work) I also installed 2 widgets, the yahoo i am online and another that has messenger. The yahoo widget is updated and moved to where I want it, but does not show (top right sidebar) the other one does not show in the list to activate or not. I just want my sidebar to work. I have moved different items to different panes, (Calendar, etc) but to no avail