Before you get started make sure you have space for a new widget on your home screen, if you have many widgets already filling your screen you will need to remove one of those widgets before proceeding. Since many Android phones come with multiple home screens you can always move things around or select a screen to dedicate to widgets.
Start by clicking on the Home key on your device so you can go to the home screen of your Android phone.
Next you'll need to click on the Menu button and you can then select the Add button on the screen. If you have an HTC Desire then it will say Add to Home, here's a screenshot.

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After clicking on the Add button you'll then see the Widgets option among other icons. Click on Widgets in order to access all of the widgets currently found on your device.

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Once in the widget screen simply navigate to the widget that you want to place on your homescreen. Typically you will find several already available widgets, plus any you have installed yourself. You can scroll through your widgets if there are numerous options to choose from.

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Simply clicking on the widget you want to use will then add that widget to your home screen. Click on your home screen button and if the widget appears you're all set for use.