This explains how to get the code http://help.wunderground.com/bin/answer.py?answer=35&topic=4
Basically, type in your zip code from their main page, then click on the
'click here for your weather sticker' link near the bottom of the page. It
will pull up a page of banners. Click on the one you want to pull up a page
with the code you cut and paste into your HTML page.