You may be able to change the setting in the gadget itself. From vague memory of experimenting with various weather gadgets, I recall using one which was set to Redmond by default, even though my regional settings were UK. If you hover you mouse over the gadget, a cross should appear at the top right of the gadget, just below that should be a settings button kinda thing.
If you can't sort it, you could try a different gadget..this is my preferred one for weather:
It's very comprehensive and easy to configure.
You could also have a look around for more too: