Default Sidebar

Currently in the Widget area you only have 4 widget areas for footer and one Default sidebar.

But in the options of the page you have where you can choose no sidebar, left sidebar, right side bar and then a option to pick a side bar but with no way to create another widget sidebar area the only option is default.

How do we create other Sidebar Widget areas so this option is usable per page on which sidebar to use.

Thanks,