I plugged both the Gateway and my laptop into an old hub that I have (NOT a switch) and fired up Wireshark on my laptop so I could watch what happened:

Above is a screen capture from Wireshark showing the gateway getting assigned IP address 192.168.1.100 by my router then ARPing the gateway before doing a DNS lookup for box.weatherdirect.com
Finally the Gateway issues a PUT to box.weatherdirect.com/request.breq The server didn't send any data back at this time because my gateway was not associated with any account or location on their end.

I follow the directions and create an account at weatherdirect.com (they are more aggressive at signing me out after a period of inactivity than my bank - god forbid someone sneaks onto my signed in laptop and takes over my thermometer!) I enter the serial number for my gateway and click on the picture of my display unit and I am all configured. I force an update of the display by holding the + button on the display. The gateway issues the same PUT as before but this time the server sends back 256 bytes of data and my display is populated with a forcast for my location: