Although I'd encourage you to read the series in order, you don't necessarily have to. Nearly all of the books in the series are stand-alones stories BUT many of them are "connected" in some way. It's more interesting, and just plain fun, to read them in order and realize that a character from Book One shows up in Book Four.
A notable exception is the first book in the 'Other World' series. "The Vampire's Kiss" is a novella that ends on a cliffhanger. The conclusion to the story can be read in "The Vampire's Love".
When a new book is released in the series, I'll always give a clear explanation in the book description on whether you should read other books in the series first or whether it can be read just on it's own. An excellent example is Book Three and Book Four. Book Three can be read first without reading Book One and Book Two. However, you should read the first three books in the series before reading Book Four as it will give you a better understanding of the secondary characters.
Each book cover will be clearly marked with the "Other World" series wording, following by 'Book One, Two, Three' etc.
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The 'Other World" series are books that are all based on characters being transported to an alternate earth by a strange, glowing orb. There are many alternate earths, and the characters must learn to survive and adapt to the new world they find themselves in while also indulging in some naughty, sexy times. They are romance novels, after all.
Author of the 'Other World' Series