Indeed the Go button on
http://weather.msn.com has no name or id.
To refer to an element for a click in the DOM you need a name or id, so that won't work.
However you don't need the Go button in this case.
Please see the attached script on how to use the URL instead.
Note you need the Lite edition or better to use the 'List' action used in the example script.
Tijn