I tried this. First I was getting an error that there were not enough books. I modified the row and column parameters. That displayed my books in the widget. I pasted the embedded code and got nothing. I pasted http: link instead and that link took me right back to the widget page where I created the widget. That is confusing. The embedded code uses javascript. Sorry I can't help you here.
Javascript may not work on this website. I know it doesn't work on LiveJournal. You can use the very plain text one instead, I think that's the only option they have right now. Sorry!
I use the widget on my netvibes page, but they have an HTML widget. I'm glad you've figured out the problem. I may need to do the same - and need to ask you how you did it!