Hi,
Thanks for getting in touch.
You're not the first person to ask this and I'm starting to think I should put the option within my plugin itself.
Enabling shortcodes within the sidebar widgets is a WordPress configuration setting.
Here is the fundamental solution:
http://www.wprecipes.com/how-to-add-shortcodes-in-sidebar-widgets
If you hold on though, I'll release an update in a day or so that will provide this setting for you and solve this problem for everyone once and for all :)
Thanks for asking the question. I'll update this post once I release an update with this in it.
Cheers,
Paul.