Hi Stan,
As far as I can tell the sketch should accept the following:
const String WUNDERGROUND_COUNTRY = "FL US";
const String WUNDERGROUND_CITY = "Boca Raton";
However it seems the sketch does not handle or send spaces correctly if they are either in the country command string or in the city name. I guess I have been lucky that these rules do not apply and similarly for the original author of the sketch who lives near Zurich.
I will investigate further and see if I can fix this bug. I note that Adafruit produced a variant of the weather station sketch so I will look to see if they fixed it (as Adafruit are based in the USA too).