Any ideas?

edit: I'm using the command-line version of wolfram, and NOT running "x"In[1]:= WeatherData["Harwell"]

Installing data from Wolfram Research data server ....

Initializing WeatherData indices ....

Initializing WeatherData indices ....

Initializing WeatherData indices ....

Installing data from Wolfram Research data server ....

Initializing CityData indices ....

Initializing CityData indices ....

Initializing CityData indices ....

Initializing CityData indices ....

No more memory available.

Mathematica kernel has shut down.

Try quitting other applications and then retry.