If you're in the US, I recommend using NOAA radar. It is usually more up-to-date than the default one. http://radar.wrh.noaa.gov/radar/index.php
Right click on the radar image and select "copy image location". In the weather applet preferences, select "use custom address for radar map". Then paste the image location into the text box.
If you find a website that has a radar image you like better, these directions would probably work as well for that site.