They have a parking place. Go to Presentation => Sidebar Widgets. Move the ones, that you don’t want with your mouse to the parking place. It is at the bottom of the page – just drag them one by one. This is the parking place, screenshot:
“Parking place.” I like that. Have to remember that. :)
Just for reference, the image in this post is too big. Note how it forces down your sidebar like that. You may also want to give your post a title as you don’t have a link to it without one. Here‘s a link to the FAQ on uploading and using thumbnails if that helps.
What you’re looking at is the default sidebar for your theme. You can build your own by using the widget blocks that uni mentions above. You can find them at Dashboard -> Presentation -> Sidebar Widgets. You click, hold, drag the ones that you want from the parking place over to teh box labeled “Sidebar 1” and then release.
Timethief did up a walkthru and explaiantion of the widgets. I can’t find the link though right off.