What Kyle says is correct but you have to go into the terminal first. Open up terminal (/applications/utilities) and type in the following:
defaults write com.apple.dashboard devmode YES
Then press Return.
After that it'll work peachy.
To move a widget back into Dashboard do the opposite (click on the widget, press F12 to activate Dashboard and then release). To disable this mode type the same command as above into the terminal but replace 'YES' with 'NO'
🙂