Whenever I try running OFP I get an error message that says "no entry config.bin.CfgWorlds" or something similar.

This was reported by several players after upgrading to OFP version 1.10. There's a possibility that the config.bin file in OFP's BIN directory has been corrupted. You could download a new copy of the config.bin file but you should opt to upgrade to the latest version of OFP instead.

If you have upgraded and still have this problem, there are some users out there who claim that they resolved this by simply running the OFP preferences program and clicking on the AUTODETECT button. Doesn't hurt to try, does it?

If you've got a PC motherboard based on the VIA chipset, this could be caused by data corruption errors caused by these chipsets. Read and weep.

Of course, it could be something much simpler than all that. Read this FAQ item.