Space Environment Center (SEC) is the United States' official source of space weather alerts, warnings, and forecasts. Forecasts are used to support activities that are impacted by space weather such as electric power transmission, satellite operations, humans in space, navigation, and communication. This article presents a brief review of current space weather forecasting capabilities, and then focuses on the science, the models, the data, the new technologies, and the process for transitioning research into operations that is needed to meet the challenge to improve space weather forecasting in the new millennium. Forecasting critical parameters such as the interplanetary magnetic field at the magnetopause, and critical events such as coronal mass ejections are two examples of challenges to the research, observation, and modeling communities. Major improvements in space weather forecasting will be achieved when these, as well as other, challenges are met. The forecasting challenge is also discussed in the context of the goals of the US National Space Weather Program (NSWP) and other international activities.