To find the code for your desired location and put in the widget preferences follow the following steps:
To find your location code:
1. Visit http://weather.msn.com/
2. Enter you city in the search box and click 'Go'
3. Click on the weather info link that best matches your weather
4. You will be sent the the weather page for your desired city.
5. The URL of this page will look like this (I have chosen London, England, United Kingdom) -
6. Your location code is the value between 'http://weather.msn.co/local.aspx?wealocations=wc:' and '&q=London%2c+GBR',
which is UKXX0085
Now put in widget preferences in weather the code UKXX0085