I currently use Weather Pulse which has a desklet (that pretty much does the same thing).
Dashboard is home to widgets: mini-applications that let you perform common tasks and provide you with fast access to information. With a single click, Dashboard appears, complete with widgets that bring you a world of information — real-time weather, stock tickers, flight information and more — instantly. Dashboard disappears just as easily, so you can get back to what you were doing.
Are there other (free and safe) desklets (widgets...or what ever the real name for these programs are) available for the PC?