I just went to http://www.showmyweather.com/widget/ and followed the instructions. Once you get the code just go into "html" mode in your text editor in the control panel and paste the code where you want it to appear.
Hint: When using "html" mode to paste code some times it makes it easier to find the exact spot to place the code by typing in "Place Code Here" in normal mode and then searching for it in html mode. Then just paste the code over the text used as a place holder.