Widgets on Windows XP exist. They exist via DesktopX, one of the world's most popular desktop enhancements.  DesktopX is a program that once installed adds a host of new abilities to Windows in a very seamless way.  With DesktopX installed you can build entire desktops or just download widgets.

In the case of widgets, DesktopX doesn't even need to be running. It just uses the DesktopX DLLs for their run-time.

You can download DesktopX here (for free): http://www.desktopx.net

Here are a few sample widgets that were recently uploaded to WinCustomize.com.

 Dictionary Mini Search

 

 Thesaurus Mini Search

 

 

 Amazon Mini Search

 

 

 Visus weather widget

 

 

 Visus calendar widget

 

 

 Color Picker

 

 

 

 Elegant Clock

 

 

 Elegant Calculator

 

 

 Elegant Meters