Those that are having the weather icon update problem, I'm 99% sure you need to update your OS to something newer. From what I've heard this is a common problem on the 300-400 OS version ranges. (Like 5.0.0.330 for example) Try downloading a newer version and updating your BB, will probably be much happier on battery life anyway.
For those that don't have the weather icon, it's provided by an application placed in the #7 slot on your app list. So whatever is in the first slot on the second row will be displayed up top. I use BeWeather free, but pretty much any application that shows a weather icon can be used.