Okay if you are using a stock 6.1 rom, then just add HTCHOME.dll to your windows folder using either Acticesycn or Resco Exlplorer or Total Commander.
If you are using the 6-tab then you should have a folder called HTCHome in your windows folder, if this is what you have then place the weather_cities file to this folder, The best thing to do is look at your windwos folder and see if this is what you have.
for more help check out this site.
http://weather.not2advanced.com/files/