Doing Things in the Proper Order

I'm terrible at it. Seriously. For as much as I constantly think up story lines and stuff, I never think about developing the world setting until after the story is well underway, and then I hit snags. I have this great idea in mind, and I'd love to start it, but I know the world is horribly underdeveloped. I don't even know how the most basic elements of the story would work. Do I want to sit down and make up the world? Nope! I want to get right into that story!