There could be a change in MSN Weather between the time that the FAQ was made and the last site update.

Try to use this site: tiempo.ar.msn.com/local.aspx
On the upper left side says: "Buscar el clima de (ingresa una ciudad)" or in English "Search weather of (enter city)"
its just like MSN Weather was used to be, and you can find the RSS code there.

UPDATE: Another site is www.weather.com/ Search there for the city and in the address bar the city code will appear.

To all reader:
First of all, my English is very bad, so this via google translator, I hope you understand what I said.

There are two ways to get local weather's Rss code.

The first method:

We can see:
# the weather's Rss of New York, NY is "weather.msn.com/RSS.aspx?wealocations=wc:USNY0996&weadegreetype=C"
# the weather's Rss of Tampere, FIN is "weather.msn.com/RSS.aspx?wealocations=wc:32669&weadegreetype=C"
the different is only "wc:XXXXXXXX"

Because MSN-WEATHER removed the "RSS" button, so we can not directly subscribe to RSS;
But the "wc:XXXXXXXX" can be found by following these steps:

# Open the MSN-WEATHER: "local.msn.com/weather.aspx", and click the "CHANGE" (on the top-center of screen)
# Enter the location name, change to the location page
# Right-click, click "View Source" open source
# Search for "wc:", we can see the "wc:XXXXXXXX"
(And, if you want "°F", you can set "weadegreetype=F")


The second method:(Similar to the Jorge_Luis wrote)

Subscribe to RSS from the following Web site(Non-English):
wetter.msn.com
meteo.msn.com
weer.nieuws.nl.msn.com
tiempo.ar.msn.com

For example:(use "wetter.msn.com")
# Open "wetter.msn.com", and change to your location page.(e.g. Verwood, GBR)
# On the right-top of screen, we can see a "RSS" button.
# Copy the RSS code:
"wetter.msn.com/RSS.aspx?wealocations=wc:7389307&weadegreetype=C&culture=de-DE"
# Replace the "wetter.msn.com" into "weather.msn.com", And delete "&culture=de-DE"
# Now, we can get what we want:
"weather.msn.com/RSS.aspx?wealocations=wc:7389307&weadegreetype=C"

This is the way I know, you can reference.

Thanks, Jorge_Luis. This method does show the code. At www.weather.com you do have to click through one of the links to the city before you get the code in the URL. Thanks for your help. I'm sure that other people having this problem will appreciate having a more detailed explanation like this to help them find their specific code.

Thank you anoob. Your English translator did fine. Thanks for more details. I found this to be very easy to do and well explained. I am sure others who encounter this problem will appreciate a more step by step solution to find their own city like this. It will certainly make finding my city easier in the future if I need to change my location.

I added a link to here from the skin addon thread. I think we need some other source for the weather information though since if MSN is making changes to their sites I'm not sure how long the rss feeds will be available.

Is it because of MSN's changes that I can't get the extended forecast at the bottom of my Weather box? (I just get four of those N/A Question Marks.)