There are several places that we left out, and that we will fix in a week. The current list is approximately "cities with more than half a million people plus a few others". I suspect that, in the population values listed in the database we queried, the population given for San Jose was for its city area and not its metro area. Apologies.
(And to anyone else reading this post, if there are other places on the world cities list that we omitted, let us know! Likewise if we got the location or average elevation of your city wrong.)
If you're willing to edit a text file, you don't have to wait for so long. The file in question is called "World Cities.txt" and is in the following folder:
XP: C:\Documents and Settings\<username>\Local Settings\Application Data\Microsoft\WorldWideTelescope\Data\places
Vista: C:\Users\<username>\AppData\Local\Microsoft\WorldWideTelescope\Data\places
There are lots of other files there that control various application settings. Modifying them if you're not sure what you're doing is ... a bad idea. That said, if you ever edit one of those files and then WWT has trouble starting, delete the file and restart WWT. It will download the latest copy of that file as it starts. Also, when there's a future data update affecting a data file, WWT will overwrite your file (edited or not) with the latest copy on the WWT servers. So if you want to keep your changes, keep a backup copy of it.
Anyway, open World Cities.txt in a simple text editor like Notepad. Its first few lines look like this:
Kabul, Afghanistan 34.5309067 69.1338043 1942
Algiers, Algeria 36.7681389 3.0453904 133
Oran, Algeria 35.7051086 -0.6370933 63
Luanda, Angola -8.8124189 13.2350416 20
Buenos Aires, Argentina -34.6089709 -58.3721512 28
The format of this file is
cityTABlatitudeTABlongitudeTABelevation
Here, city is of the form "city name, country" and it's organized alphabetically by country name. The order does not matter, you can place your most used locations at the top of the file if you like.
In short, for your case, open World Cities.txt with notepad and add the line
San Jose, Costa Rica 9.925 -84.078333 1161
at the top of the file. Now it will appear at the top of your locations list. (At least until the next time the file is modified by WWT during the next data update.) Also, make sure there are tabs between Rica and 9.925, between 9.925 and -84.07833 and between -84.07833 and 1161. There is no tab between Jose, and Costa.
I hope this helps.