Please see here and be sure your are using featured images of the dimensions required by the theme. In some of these themes, setting a featured image to a post or a static page means that this image will replace the regular header image when you view that post or page. In the rest of these themes, featured images work in various other ways. See this artcile on featured images.
Also note that I'm using Firefox 10.0.2 and I can see widgets in your sidebar.
Are you using http:// or https:// see http://en.support.wordpress.com/https/ Try the opposite.
Exactly which browser and version of it are you using? If you don’t know click here to find out > http://whatsmyuseragent.com/
Have you tried clearing your browser cache and cookies? http://www.google.com/support/accounts/bin/answer.py?hl=en&answer=32050
Is your browser version up to date? You can upgrade any browser version here. http://browsehappy.com/
Have you tried using the browser with all extensions or add-ons disabled?
Do you have third party cookies enabled? http://support.google.com/accounts/bin/answer.py?hl=en&answer=61416
Do you have another browser you can try?