I've tried finding information about Weather Capture BT, but it appears there is nothing available. I couldn't find any troubleshooting documents or downloads for it. If you still have the CD, the installation package or the manual of the device/software, then I recommend checking it because there is no other possibility to diagnose a data downloading.
If it's an application and uses the Internet, then configure your local firewall to allow external connections to websites. Sometimes this is the cause to the downloading issues.