Hey Karlatzke, just had the same problem and solved it.
When you install the stats plugin, it writes a couple of lines in the footer: <script src=”http://stats.wordpress.com…
So first I added <?php wp_footer(); ?> which stands just before the </body>, then I made footer.php writable and then I reinstalled the plugin. Now it works! You will see the stats.wordpress.com script in your pages source only if you’re not logged in into wordpress!
That’s so true! Sidebar Modules is just so much better than Widgets, it really turns WordPress into a CMS. We need it!