Cant help with weatherlink setup....
Once you have a username on WU, and password, (username is an email address), you need to setup a station.
While "logged into" wunderground, there should be a drop down at the top called "My Quick Menu", drop it down and pick my stations. Then complete the fields to add a station, click submit. The screen should refresh and list your station ID. Its different from username, but the password with be the same. My id is IONUNION1 (i is for international, ON is province/state, UNION is frist few letters of city) .... yours will start with K (i think, then similar naming convention)
now you just need to find the field in WL to enter the station ID, and pass.
Andrew