We have recently completed a couple of useful vignettes which should answer many of the questions we have had concerning the use of the GWmodel functions. Have a look at:

Gollini I, Lu B, Charlton M, Brunsdon C, Harris P (2013) GWmodel: an R Package for exploring Spatial Heterogeneity using Geographically Weighted Models, http://arxiv.org/abs/1306.0413

Lu B, Harris P, Charlton M, Brunsdon C (2013) The GWmodel R Package: further topics for exploring Spatial Heterogeneity using Geographically Weighted Models, http://arxiv-web3.library.cornell.edu/abs/1312.2753

to see if your question is covered.