This is weird, but it works:
Insert the cd and click on run/browse and click on the UT CD. One by One, you need to copy those files into a folder (name it UT Install). Your basically copying the entire CD to the HD, so make sure you got at least 600 MB of space. Once thats done, run the patch installer. When it ask you for the location of the CD-Rom drive, just enter in the directory for your UT Install file. The patch doesn't know the difference. It should work.
[This message has been edited by *Liquid* (edited 01-13-2000).]