Take a look at my recent MSDN blog post to see how you can get around the common issues related to .NET development of Vista Sidebar gadgets. Don't want to write registry access code in javascript? Can't figure out how to uninstall your .NET based gadget? Read on...
http://blogs.msdn.com/markhsch/archive/2007/07/17/creating-net-sidebar-gadgets-the-easy-way.aspx