DesktopX Widgets are executables; files that end with "exe" and can be launched with a double click. Widgets require the user to also have DesktopX installed, but not necessarily running at that time.
DesktopX Gadgets are similar to widgets. They are executables (applications), but they do not require DesktopX to be installed on the user's machine.
DesktopX Objects are not executables. They require the DesktopX application to not only be installed, but also actively running in some form (you can, though, get it set up so that DesktopX launches when you double-click a dxpack (object)--which is fairly similar behavior).
One final difference between Gadgets and Widgets is that Widgets can be "imported" into the DesktopX Builder for editing, examination, and re-export as a new executable. Gadgets cannot be re-imported into DesktopX--they are "as-is".
Gadgets, Widgets, and DX-Objects don't need to be zipped or unzipped to anywhere in particualr. DesktopX will handle that when it loads the object (widgets and gadgets handle it on their own).
So, if you download something, you should first try and figure out what it is you are getting. If the file has a "zip" extension it could be anything. Internet Explorer tends to change the filename of your downloads--changing the extension to zip, typically. Look in the archive (zip file) and check out its contents. Is there an exe file in there? you've got a widget or a gadget. Extract the files from the archive to wherever you like and double click the exe. If there is no exe in the archive, you've got a dxpack or dxtheme (you should know what you downloaded though). Without extracting the files, rename the archive to have a "dxpack" extension, and double click.
Much of this confusion can be avoided by not using Internet Explorer. Other browsers will download files without changing the filename, so you know right away that if it has a zip extension it needs to be extracted (vs being renamed).
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