Name the third-party file Ferazel's Wand World Data (most levels are pre-named that for your convenience) and dump it in the same folder as the game.
An announced feature in upcoming Ferazel's Wand 1.0.4 is the ability to open a world from within the game, without having to resort to the above paragraph.
(This message has been edited by spamguy (edited 01-07-2001).)