Make sure the "Add any gadget by URL" plugin from Gmail Labs is enabled. You can enable it as shown below.
Open your gmail. Click on the "Settings" link on the top and then click on the "Labs" tab as shown below:
NOTE: Gmail Labs and Gmail Gadgets are not supported in IE 6.0 and older IE browsers.
Scroll down to the end of the Labs section and enable the "Add any gadget by URL" plugin. Then "save" your changes.