Is the MathWorld folder in one of the directories listed by evaluating $Path?
method of specifying the package is to provide the full path to it.
- Type in Mathematica:
- place the cursor between the square brackets,
- go to Insert menu, File Path,
- in the directory dialog box that opens, trace down to the .m file and Open it (that puts the path into the Get),
- evaluate the Get that now has the file path.