It seems hard, but it is not that confusing once you understand.
1) you need to create a widget area in the header ares so go to ATO->Style & edit HEADER AREA->Configure Header Area and add the following
<?php bfa_widget_area('name=my_header_area'); ?>
2) go visit your site to cause this code to be run - it will now create a new widget area
3) go to dashboard->appearances->widgets - you should now see a new widget area 'my_header_area' and you can move the widget from the right sidebar to the header widget area.
You may need to position it using CSS so use FireBug in FireFox to look at and experiment with the positioning.