Instead of going through the widget wizard, just click alt+shift+S to make a new sprite that's a child of the currently selected gameobject (or sibling if it's a widgets that's selected).
Lovely little time saver.
alt+shift+S = sprite
alt+shift+L = label
alt+shift+N = Empty gameobject that's a child of the currently selected game object
alt+shift+M = altas maker
There are others, learn them, love them.