First, make sure your taskbar is unlocked. Drag it to the side and extend its width to your desire. Then, open up the Windows Sidebar. If you don't know where it is, you can search for it and it'll turn up quickly. To make it like mine, make sure you are using the Windows Sidebar and not the Google Sidebar, because you should have both. The calendar gadget should already be there. Then download these gadgets and add them to your sidebar accordingly:
Itunes Accessory
Pandora Radio Gadget
Also, if you want your sidebar to be permanently docked on the side, so that when windows are open it will look like the image below, right click the sidebar itself and click "Properties". Then click "Sidebar is Always on Top of other Windows". From here you can also select whether you want the sidebar docked on the left or the right side of the monitor.