When you plan on working with any Windows Live technology, the best place to stop first is dev.live.com. There is a very nice step by step tutorial located here that will show you how to make a Windows Live Gadget step by step with code samples.
After you get done creating your gadget the best thing to do would be to open it up with drip to detect memory leaks. On the bottom of drips website there are 5 links that you can view that will get you up to date on how to fix your code and find memory leaks. If your not feeling up to getting the lowdown on every aspect of memory leaks you could can check out the following site (telerik.com) for a very quick walk-through on how to use drip and how to use set up your JavaScript code to help prevent leaks.
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