Did you place this code in the widget for clickable links:
But if you have set up a widget and saved it, it might take a few mintues to appear on your blog. Or do what I do and go edit a post, but don’t edit anything. Just click save and then it should appear on your main page right away.
If you are talking about putting links in your blogroll then you must assign the to categories or they will not show in the sidebar. Perhaps this is the problem.
dashboard -> blogroll -> add link -> fill in the blanks but, before you click “add link,” assign categories
You’ve also posted this in the css customization category and I’m assuming this was a mistake.
May help us help you if you tell us specifically what and how you are trying to add in links. As TT says, you add in links on the blogroll page. Be sure to assign the link to a category and make sure you have your Blogroll widget in your sidebar.