Top tips for getting the most from your wormery:

• remember to give the worms a good mix of greens and browns, just like in a compost bin
• be aware that the worms cannot go through too much waste, and that you need to make sure not to overload them, or else your waste won’t get eaten and will start to get smelly (especially at the beginning when you don’t have that many worms, and in the winter when it’s cold and they are not very active). Little and often is best.
• do not put the wormery in full sun as the worms will get too hot and may die.
• remember to drain the bin often, or even better, always leave the tap open with a container underneath to collect the liquid – this will ensure that the worms do not drown.
• make sure the worms don’t get too cold.  It is best to keep the wormery in a garage or similar building, or at least in a spot that doesn’t get frost. If the bin is outside it’s good to insulate it in the winter, by wrapping it in old clothes, carpet or towels etc.

You can find very good advice here:
http://www.originalorganics.co.uk/wormery-questions.htm