You must be logged in under the exact same username that registered the site to be able to access the site. The Admin login link to the dashboard for every blog hosted by wordpress.COM is:
*Replace NAME_OF_BLOG in that URL with the actual name of your blog.
I recommend bookmarking that link or memorizing it.
You can create a blogroll or related sites no matter where they are hosted. You can create/edit a Blogroll in your Dashboard http://en.support.wordpress.com/blogroll/add-a-blogroll-link/ and then display it by installing the Links widget. http://en.support.wordpress.com/widgets/links-widget/
We cannot enter links into the widget itself. The Links widget merely displays the links we enter in our dashboard “Links”. We enter a new link this way > http://en.support.wordpress.com/blogroll/add-a-blogroll-link/
See also the support docs:
Adding and Configuring Widgets
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