Ok, i've had it before and I gave up on patching it before and played single player... unfortinutly I got back into the game again and I would really like to actually play it online, onto the issue!

I've installed it, I can run it, I can even play it, but I can't patch it.

Whenever I try to patch it, it says it can't find the game installed on my PC, I use the default paths when installing, no errors while installing. Completly legit game that I purchased from EB games back around when it first came out.

Since you seem to hail from New Jersey, I suppose you have the US release (Majesco).
On the official page in the patch section (http://www.wormsmayhem.com/support.html?subsection=patch) it says this:
Note: If you have the US version of Worms 4: Mayhem you do not need to patch your game, as it comes pre-patched.

Ah weird, I could've sworn I remember from last time I installed that it said I wasn't up to date... ah well stupid fuzzy memory. Thanks.