I got it working on mine too. The basic steps were
1) enable debug USB mode on your phone
2) install Samsung drivers for the phone - right now Samsung's site seems to not have a choice for the Sidekick 4G's model (SGH-T839), but I grabbed the drivers for the Vibrant (at www .samsung.com/us/support/downloads/SGH-T959ZKDTMB) and they worked.
3) get adb shell working on your PC (Google it)
4) download the rageagainstthecage-arm5.bin and Superuser packages from the links in this page: wiki.cyanogenmod.com/index.php?title=HTC_Hero_%28CDMA%29:_Full_Update_Guide (be sure to unzip the files into the directory where your adb.exe program is unless you've put it in your path)
5) reboot your phone and plug it in
6) adb push rageagainstthecage-arm5.bin /data/local/tmp
7) adb shell
8) cd /data/local/tmp
9) chmod 755 rageagainstthecage-arm5.bin
10) ./rageagainstthecage-arm5.bin
11) wait until you get booted back out to your DOS command prompt
12) adb kill-server
13) adb start-server
14) adb shell
15) you should now be at a # prompt. The first few times I tried, I wasn't - I was at $. Doing this from a fresh boot seemed to be the trick. Reboot your phone and try again if you're getting a $.
16) mount -o remount,rw /dev/block/stl9 /system
17) exit
18) adb push su /system/xbin
19) adb shell chmod 4755 /system/xbin/su
20) adb push Superuser.apk /system/app
21) adb shell mount -o remount,ro /dev/block/stl9 /system
22) exit
23) reboot the phone then run an app that requests root, such as Root Explorer, to verify
(p.s. sorry for having to mangle the URL's above, XDA won't let me include links since I haven't posted 8 times yet)