Did you follow these steps (EXACTLY as written):
1 - Click on the new BBWeather icon.
2 - Since no locations are set up yet, you'll receive an error that there are no profiles set up, just click OK with the trackball.
3 - Press the trackball (NOT the Menu button) and click Options.
4 - Press the Menu key and click Add.
5 - For all US locations, use the zip code for the Location. Use this for zip codes you don't know, or for non-US zip codes: ASP.NET Resources - Determine location ID for the weather server control
6 - Enter a description name (i.e., LA, Orlando, New York).
7 - You can keep the Forecast Days at 5, or increase it up to 10 days.
8 - If you would like the temp displayed in Fahrenheit, leave the Units as 'Standard'. For Celsius, change it to 'Metric'.
9 - Click OK to save.
Press the Menu button and Close/Save to back out.