*Provided this is not part of a Beautiful Widgets or Widget Locker setting. If you have those running, check there first. If not continue on...
If you are using Sense -->>
If you have the HTC Sense home clock/weather widget, remove, then re-add the home clock/weather widget, then uncheck "Show full screen animation". If not, just add the home clock/weather widget and uncheck "Show full screen animation".
If you are using Launcher Pro -->>
You have to go back to the sense launcher, remove the home clock/weather widget, re-add the home weather widget and then uncheck "Show full screen animation", choose that, then go back to Launcher Pro.
Done.
Edit: updated my instructions. After rereading what I wrote prior, I confused myself.