Often worst accompanies the, and than accompanies worse. Wurst accompanies saurkraut. When you're comparing two things, one is worse; if you're comparing one thing to every other thing of its type, it's the worst. Like better and best; if you don't have a mental block about that pair, just substitute them in whenever you talk about bad things, and pretend it's opposite day. Better and best are easier because they don't sound as much alike as worse and worst and wurst.

Incidentally, I don't know if it's "when worse comes to worst" or "when worst comes to worst" or "when worse comes to worse," although the first way makes the most sense to me. In any case, I take the coward's way out and avoid writing it. You can't really hear the difference when you speak it.