You can register to view the recorded MSDN Webcast on writing gadgets for Windows SideShow. If you have not done this before, you will need to register for the webcasts - a pretty straightforward process.
MSDN Architecture Webcast: Using Windows SideShow (Level 200)
Start Time: Wednesday, April 05, 2006 10:00 AM (GMT-08:00) Pacific TimeEnd Time: Wednesday, April 05, 2006 11:00 AM (GMT-08:00) Pacific Time