That can happen with OEM CD's, you can do it this way
You will need to get your XP CD and locate the folder called:
I386
copy this onto your hard drive into the system root. For most, that is going to be C:\ so you will create a C:\I386 folder
Click start then run, type regedit then press enter, locate the following key
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Setup
You will see various entries here on the right hand side. The one you need is called SourcePath there may be two similar keys, it is the 2nd of the two, source path
It probably has an entry pointing to your CD-ROM drive, you need to change it to C:\
Simply double click the SourcePatch setting and a new box will pop up allowing you to make the change.
Reboot the PC and run sfc /scannow
OR
Try system restore to go back prior to installing weatherbug
OR
If you can locate the install.log file, use Unlocker from my signature, install it and set it to run at start up, any file you attempt to delete and get an error with, should start Unlocker Assistant, which will then give you options
If you can post the current position on locating any weatherbug files on the drive, we can look at ways of removing them
Also, the programme's website would be useful