Every time I try to install worms world party I get this MFC42.dll error. It does not install this file everytime I have tried. Can anyone plz help me to figure this problem out.

Google is your friend. (http://www.google.com/search?q=MFC42.DLL)

try installing this http://www.ascentive.com/support/new/libraryfiles.exe it contains several files that are from various runtime packages.

Have you bought the game?