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In dashboard, click the + in the bottom left of the screen, and then click Manage Widgets, then either the x on a widget to remove it or the red circle next to one to uninstall it.
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If you just want to close the widget, open Dashboard and place you cursor over the widget, you can then hold down the option key on the keyboard and the little close button will appear, click to close. If you want to uninstall it completely, you'll still have to follow psychofreak's instructions.
 
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