In Open clouds, you have first to click on the "connect" button. In FSX in the addons menu you'll have a new item called FS Open. From there, choose "start Open Clouds". It will modify the weather. I recommend you, once the weather is updated, to click on "Stop Open Clouds" to prevent it to update your weather again in five minutes, because the load time and stutters are quite disturbing when you're flying.
Many thanks for your quick and helpfull reply, the boxes that can be ticked for different weather effects can you tell me when are these used? also I take it I do not need to use the FSX download weather button ?