I have this problem in Debian Squeeze stable, but also in Kubuntu, Fedora and Suse, all of them are the latest distributions and some of them in different computers. In Aptosid on the contrary there are no problems but there I made no changes after installation some months ago, just added a few widgets.

I have KDE-version 4.4.5 in Debian and because everything worked in Aptosid I did the same configuration in Debian without success.

What I want the panel to look is this (from left to right):

MENY| Terminal| Dolphin| Evolution| Firefox| Show Desktop| Pager|..................................Taskmanager...................................................|System Tray| Clock

I have no spacers because there where none in Aptosid (tried them too, in vain).

What I did was this:
Unlocked the widgets
Added those widgets I wanted from the widgets menu.
Added Terminal, Dolphin, Evolution and Firefox from the Kick off application launcher. (add to panel)
Draw them with the mouse to their right positions with the left mouse button and with the right button locked them to the right place in the panel.
At last I added the Task Manager to the empty space between the widgets. I had an application open so I could see it fitted.
Locked the widgets and everything looked fine
BUT
1. When I opened several applications the Task manager overlapped those widgets on the right, despite the fact I had marked “Grouping by program only when taskbar is full”.
2. And after logout and login all widgets where on the left side, overlapping those?

I have certainly missed something here. This must be a trivial task to do, so I hope somebody can advice me. Searched the net but could not find an answer.

Sounds like a layouting bug, which may have been already fixed (it probably has...). Can you reproduce with a new user? If you can, I would suggest trying to find an update to KDE 4.6.2 if possible.

A possibility is that you should have added the Task Manager before attempting any placement. I haven't had a problem with widget placement or overlapping but I have always had the Task Manager in place and then moved the Widgets from one side of the Task Manager to the other after which they have stayed in place.

That may still mean there is a bug.

I do not want to update KDE in Debian, because it is the stable version and want to keep it so.

I followed the instructions John Hudson gave me, removed the old panel, made a new one, inserted all the widgets I wanted and then as the last one the task manager. Then moved the clock and system tray to the right, locked the widgets, logged out and in and now everything was in place.
Thank you John.
But
I opened my web-browser, opened many links in new windows but then they began overlapping the widgets on the right.
I got that fixed however by setting the maximum rows in the task manager's settings to 1.

But then another but (bug?)
Inserted one widget after wards which resulted in chaos again. The widgets on the right moved to the left overlapping those, so I had to do everything all over again.

KDE seems to be a little buggy at this stage. I hope they will fix it later on. Strange those things happen in Debian stable. Could be an idea to file a bug-report if it is a common problem.

Next I try to fix the panel in the other distributions I have on my computer to see if the same happens there.