Apart from logging in to the OVI Store and getting apps and widgets from there, there's plenty of widgets and apps out in the wild from forums as well as this site. Simply download the widget and save it on your desktop, connect your Nokia 5800/N97 to your PC in "PC Suite" mode, and drag the widget or app to the image of your mobile phone. It's that simple.

Alternatively, you could send it via Bluetooth to your phone if you find it more convenient. Once it's sent, open it "Messaging" under your phone and check your Inbox; the received file should be located there.