No, you can't lock a gadget to the top of the sidebar
In another installment of I bet somebody got a really nice bonus for that feature, I offer you this customer:
My customer has created a Windows Vista sidebar gadget and wants to know if there’s a way to force this gadget to appear at the top of the sidebar and prevent the user from moving or removing it.
I applaud this company for having written the most awesome sidebar gadget in the history of the universe. It’s so compelling that it should override the user’s preferences and force itself into the upper right corner of their screen in all perpetuity.
Unfortunately, Windows was not prepared for a program as awesome as this, and there is no supported way to force a gadget into a particular position and prevent the user from moving or removing it.