If you right click the downloaded gadget file, then select Properties from the bottom of the pop up box.
Under the General Tab navigate to the type of file. and select the Change Button.The Open with box will now open, if present select Windows Sidebar gadget and select Ok.
If not present select Browse button, find the Windows sidebar folder open it and then select Sidebar and click Open then Ok and Ok again.
Now try to reinstall the gadget. Hope this works for you. Let us know how you get on.
Regards
scottbelton@tiscali.co.uk