Hi i had the same problem. this is what I did and it worked for me. Leave blogroll as the default in Admin/Settings/Writing. It is the only option there.
Instead go to Admin/Appearance/Widgets. Drag the widgets you want over to the Sidebar. I used, Archives, Categories and also left Meta. You have the option to rename the heading if you want. Do one at at time and save. Also the first time I tried to drag a widget it didn’t seem to stick, but then it would.
Once these were saved WP used that instead instead of the default on the blog itself. I think I am on 2.9.1?? so maybe it is a new thing?