What are the top things to try first?
1. Re-Add the gadget: Simple fix for some issues.
2. Re-Boot your machine: This usually fixes issues where gadgets lock up or the sidebar decides to stop all internet traffic.
3. Restart the sidebar program itself: This sometimes fixes issues where gadgets lock up or the sidebar decides to stop all internet traffic.
4. Make sure you have the latest version: Double check the the site or re-download the program.
5. Look through relevant blog posts: Your problem may have already been solved.
6. Persistent settings fix: (Windows Vista Sidebar Only) For this, you have to locate the gadget directory (Usually: C: -> users -> [Your Username] -> AppData -> Local -> Microsoft -> Windows Sidebar -> Gadgets) then delete the .xml data file for the gadget you're using.