As I couldn't make it work on the website I'm trying to build, I started fresh with a WordPress install on a test site, twenty ten and just the [sidebar-per-user-role] plugin.
I have disabled the Guest Sidebar
Selected the Primary Widget Area as the sidebar to replace
And left everything else alone.
I have added some widgets to the Administrator and Editor User Roles.
What do I do now?
Thank you very much for your help.