Edit the file:
blank_sidebox_defines.php
which you will find in includes/languages/english/extra_definitions/ or in the override version of that in yourtemplate.
You can add links to wherever you wish. Here's an example of what it might look like:
Code:
define('BOX_HEADING_BLANK_SIDEBOX', 'Weather');
define('TEXT_BLANK_SIDEBOX', '<a href="http://www.raintoday.co.uk" rel="nofollow" class= "category-top" target="blank">Weather Info</a>');
Which produces a heading of 'weather' and under it a link to http://www.raintoday.co.uk.