A bug has been found in pninit.php wich prevent the module from properly initialize if your mysql version is 4.1.xx or more.
You need to correct 3 lines in pninit.php :
change :
$subdivcolumn[subdiv_id] int(4) DEFAULT '0' NOT NULL auto_increment,
to :
$subdivcolumn[subdiv_id] int(4) NOT NULL auto_increment,
change :
$regioncolumn[region_id] int(4) DEFAULT '0' NOT NULL auto_increment,
to :
$regioncolumn[region_id] int(4) NOT NULL auto_increment,
change :
$countrycolumn[country_id] int(4) DEFAULT '0' NOT NULL auto_increment,
to :
$countrycolumn[country_id] int(4) NOT NULL auto_increment,
(so in fact you nned to delete the DEFAULT '0' value from the 3 lines)
Unfortunately if you encounter this problem, you will also need to drop any nuke_wthr_xxx that the module created before failing in order to be able to re-install it.
This bug has been corrected in upcoming 1.31 version.