We consider the special type of the field-theoretical Symplectic structures
called weakly nonlocal. The structures of this type are in particular very
common for the integrable systems like KdV or NLS. We introduce here the
special class of the weakly nonlocal Symplectic structures which we call the
weakly nonlocal Symplectic structures of Hydrodynamic Type. We investigate then
the connection of such structures with the Whitham averaging method and propose
the procedure of "averaging" of the weakly nonlocal Symplectic structures. The
averaging procedure gives the weakly nonlocal Symplectic Structure of
Hydrodynamic Type for the corresponding Whitham system. The procedure gives
also the "action variables" corresponding to the wave numbers of m-phase
solutions of initial system which give the additional conservation laws for the
Whitham system.Comment: 64 pages, Late