Website - http://aboutcsr.com/
I've recently downloaded the Graphene Theme and encountered the problem as in the subject. I've enabled the side widget and added in a few items available at the theme such as: Recent Posts, RSS, Twitter but it doesn't display on the website. However, the "Arbitrary text or HTML" box works just fine.
Like your theme a lot, and I hope I wouldn't need to change to the others because of that :S It'd be wonderful to hear your advice on how to get the issue resolved.