you need to have heavy weather running, so that it updates the currdat.lst file
you then need to set WD to use that file, in the weather station type setup, Heavy weather import setup
you might find that file in
C:\Documents and Settings\All Users\Application Data\currdat.Lst
or in a hidden folder (set to show hidden folders and files and do a search for it)
also in the heavy weather program, click on extras, then options…and there you will see the path to the data files
and if you click on extras, then click on show current weather data file
a directory location is then opened for the currdat.lst file location 
(but this might be a hidden directory (c:\ProgramData) )