Hi putter66,
There is a web site that has Gadgets made with DesktopX 3.5 Pro that are fully contained exe and require no addtional software to run on your XP OS.
It is: adni18.com Just check out his gallery the downloading is free.
*edit* I adjusted the above link so it takes you straight to the gadgets gallery.
What SirSmiley was referring to is hacking the Vista sidebar to make gadgets that weren't designed for the vista sidebar work on it. Not advised. DesktopX 3.5 Pro will also compile gadgets to run on the Vista Sidebar and does not require any hacking of system files and such gadgets are safe to use with Vista. I know this isn't what you asked but, I thought I would clear up any confusion.
There are also DesktopX gadgets in the WC Galleries that are fully compiled standalone exe's but as Seabass indicated you have to search for them. For example if you searched the DesktopX Widgets Gallery for adni18 you would find this: adni18 widgets. I think most of these if not all are standalone gadgets. There are more standalone gadgets available at the first link I gave you.
So, check out these links and you will find what your looking for.
You can also find DesktopX here which will enable you to run all of the widgets in the WinCustomize DesktopX Widget Galleries. Just click on the download link on the above DesktopX link to download and install a free evaluation version of DesktopX.
I think that will get you going.