When I change theme, I can't see my sidebars I am a total n00b, just trying to set up my first site. 

I got something nice with the Bartik theme, then realized that I wanted drop-down menus on the main menu, so decided to try another theme.

I tried both Corolla and Martinelli, but when I set them as default theme I can't see my sidebars or footers. 

The are still set up as they were for Bartik and if I switch back to that then I see them again.

Obviously, this is just some stupid n00b thing, like not knowing to rebuild the front page or something. Can anyone tell me what I am doing wrong? Thanks.
Because themes haven't the same region names, after changing your theme you must go to admin/structure/block and re-assign blocks to regions.