By default a Wordpress blog comes with the Meta Widget located in the sidebar and provides some useful functionality, including log-in/out, site admin links. Optional links for many include, Enteries RSS, Comments RSS and most Wordpress.org, see image below.
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You can edit these, add links or remove by editing {blog name}\wp-includes\default-widgets.php file.
To remove the Wordpress.org link comment line 300 out using or remove it entirely. This is located below the Meta widget class comment section. See image below.