hi i hope to offer you a less technical answer to your problem KearaO although im using 2.6 atm
As Figaro has already said simply use the Widgets page.
on the right hand side you will see a drop down box where you can select the sidebar you wish to add remove widgets to/from (depending on the theme you using there should be 2 or 3)… select the bar you wish to edit and click show (im hoping its the same or similar as 2.6)
once the page reloads simple add from the options on the left the widgets (i prefer to think of them as mini-applications), they will then appear in a list on the right.
while on the right hand side you can simply drag and drop the widgets in order so click and hold on the widget u wish to move and then move it to the top, bottom or middle etc and then drop it into place.
remember to click save changes.
also remember that if you have a widget added to say sidebar1 you will not be able to add it to sidebar 2. you would have to remove it from side bar 2 (click edit then remove) > save changes then select sidebar 1 and then add it > save changes
hope this helps you move the blogroll…
i apologise if the version difference means this info is irrelevant…
DJH