Apple has changed the process of adding a widget to your Dashboard. To begin, click the "+" in the lower left-hand corner, as usual. Now, a grid of available widgets appears instead of the widget bar that used to slide in from the bottom of the screen. Click any widget to install it and return to the Dashboard screen.
Removing widgets is also new. To remove a third-party widget from widget selection screen, either click the "-" in the lower left-hand corner or click and hold on any widget icon in the grid. They'll start to "jiggle" and those available for deletion will present a small "x" in the upper right-hand corner. Sound familiar?
To remove an active widget from your Dashboard and send it back to the selection screen, either hover over that widget and press Option or hit the "-" while viewing the running widgets.