unfortunately you have to order certificates -you can visit the appropriate reg office and pay for and order a certificate, but you will still have to wait for it arriving by post - they don't just issue them over the counter.
You can apply by post - postal ordes are a good way to do it
Worthing register office
Centenary house
Durrington lane
Worthing
W Sussex
BN13 2QB
you can even download a form to apply by post
just google Worthing register office - you will get their site
I actually prefer to send for my certificates from the appropriate registry office.
It's not like you see on such programmes as heir hunters - they can walk straight in and get their certificates -but the general public have to wait!
Suz