Create Simple Widget – How?

I want to create a basic widget. How do I do this? Can someone point me to a link please?

I basically have a PHP script that I want to add to the sidebar. Their is no configuration needed by the user.

So far I have used iframe to get it working, but it is not the best way to do it.

How can I make the script into a widget and place it where i want on the sidebar?

Thanks very much