You already created a MrSID image or mosaic out of a large set of data. Now you just remembered you need a world file with this image. Nobody has time to repeat all that work! How can you add a world file to this existing image without running the job again?
In GeoExpress version 9.5.1 and later this is a very simple process. Grab your georeferenced sid file and add it into GeoExpress. Take a look at the properies tab. By default the output format should be the same as the sid file, and there should be a checkbox saying "No additional compression" below the output destination. If this isn't the case you can just change the output format to match the input format and the checkbox should appear. Now go to Options > Preferences and click on the General tab. Under Georeferencing check the "Generate" checkbox next to the World Files option. Click OK on that window and then run the job. This will run the job again and create another sid file, however it will only take a few seconds or minutes depending on the size of the sid file and whether or not it has to write across a network. This is because the job is "optimized" meaning that it does not have to recompress the imagery. The new image will have the companion world file you want.
If you have an older version of GeoExpress, or if you don't want to create another MrSID file, there is another way to do this using the command line. The benefit of this method is that it doesn't make a new image - it just adds the world file to your existing file! Browse to the bin directory of wherever GeoExpress is stored (by default it is located at C:\Program Files\LizardTech\GeoExpress\Tools\bin) and find the utility called mrsidgeoinfo.exe within that folder. This utility is often used to display information about MrSID files but can also be used to add a world file. Run the utility as normal but add the trigger -wf to the end of the string. This will create a world file in the same directory and with the same name as the input image file. This method only takes a couple seconds to run. Note at the bottom where it says "world file generated" to indicate it was successful.