I guess none of that
worked for you.
To prevent sidebar from starting you can tick it off under Logon tab in Autoruns for Windows utility by Microsoft/Sysinternals. Autoruns for Windows
Also you can use method three, four or five from here Startup Programs - Change
You can also go to Control Panel - Programs and Features - Turn Windows features on or off - And uninstall Windows Gadget Platform.
But before getting rid of Sidebar that you can try to backup
this thread in the Registry:
After backup, delete that Zones folder and reboot.
I had problems with Gadgets after installing IE9 and deleting Zones fixed that (after reboot Windows will recreate zones in the way they should be).
Sidebar.exe itself is in here:
C:\Program Files\Windows Sidebar\
but it is protected by trusted installer, but you can change owner