There's two things that can help for right now.
1) Create the widget that you want, but don't assign it to a position. Give it a "widget key" for example "my_widget".
2) Create a new "HTML" widget in the desired position. Check the "Advanced mode" box. In the "Template" field type:
HTML:
<xf:if is="!$xf.visitor.user_id">
<xf:widget key="my_widget" />
</xf:if>
That should give you the desired effect.