This is how we fixed this issue in FS2004, not sure if it works in FSX though. ;)
When you play Microsoft Flight Simulator and turn on the Real-World Weather feature, the weather in the game may either be incorrect or may stay the same every day.
-CAUSE
This issue may occur if your Temporary Internet Files folder contains old copies of the weather data files, and the files are not replaced with new information.
-RESOLUTION
To resolve this issue, empty your temporary Internet files folder before you turn on Real-World Weather. To do this, follow these steps:
#1 Quit Flight Simulator.
#2 Start Internet Explorer.
#3 On the Tools menu, click Internet Options.
#4 On the General tab, click Delete Files under Temporary Internet files, and then click OK.
#5 Start Flight Simulator, and then open the flight that you want to fly.
#6 On the World menu, click Weather.
#7 Click to select the Local Weather check box, and then click Real-world weather.
#8 Click OK.
#9 Flight Simulator updates the weather to the current conditions for the flight's current location.