Editing the side regions in XF Designer 2011 can be done in two ways based on the settings in the Options dialog. When the Options -> Advanced Options -> Protect side regions from editing checkbox is checked, the side regions can only be edited by first double-clicking on one of them and bringing up the Page Master Editing Mode.
The contextual Page Layout tool will display the Edit Page Master tab on the ribbon and you will only be able to edit the page side regions:

You can now start adding content to the side regions. You can create or remove headers, footers, left and right regions, change the page dimension and margins and finally apply changes by clicking Apply.
You can come back to this mode at anytime to edit the contents of the side regions by double clicking on one of the side regions in normal view.
Note: If the Protect side regions from editing checkbox is unchecked, then the Edit Page Master tab will not be available and you can edit side regions directly, along with the rest of the contents.