Outside the LOOP !

You already gave the solution to yourself: put the code only into the index.php.

<?php /* Frontpage */ if (is_home() && !is_paged()) { ?>
Enter ads here
<?php } ?>

That might work. (stolen from K2)

But is this possible in the sidebar of the main page ?

It should. Just put that code in sidebar.php, or wherever your sidebar section is.

Thank you so much…It works ??