For other users trying out this command: The most common error users are experiencing in this thread is the Format.Error showing up in their feedback, rather than the relevant data from Weather Underground.
That is not what Yokel experienced above, so don't assume your problem is the same as his and go hunting for missing modules.
You'll most often get a Format.Error message in your OSD if:
A) you haven't enabled the Python plugin,
B) you've reinitialized the Python plugin for some reason, or
C) you haven't executed the Python script for this command yet.
The easiest way to do the latter is to restart VC before testing the voice command. The command group is set up to load the script when VC loads.
Much more rarely, there may be a problem with the weather station you've selected within the WUnder plugin. In this case, you'll also see a Format.Error message if you test any of the forecast formats in your plugin settings. You can solve that problem by choosing a different local weather station manually rather than using the autoip default.