Need HELP Setting up a Sidebar Widget to Display Links other than Blogroll

I’m trying to add a category to my widget sidebar that will display the urls of sites I want to link to from my blog. When I move the “Link” into place, all I get are Blogroll contents, and I can’t change them. Where is the code for all of the widgets? Can I change that around somewhere? Or how do I just get CLICKABLE links added to my blog. Thanks!!!