If you still have a problem and you are sure you got the
original UT (the very first one of course) when the zip extracts it usually puts it somewhere. The .exe file that installs it for you is just extra. You can move the files manually into their appropriate positions. I believe the installer also searches for "UnrealTournament.exe" in your /System/ folder. It won't continue without it.
*.u *.int into /System/
*.utx into /Textures/
*.unr into /Maps/
*.uax into /Sounds/
*.umx into /Music/
I also might release an updated build for new years eve.
It plays quite differently as the last release on the website is quite old.
No new map additions though, the same old demo maps.
I still work on it now and then, pretty much trying to finish the code and polishing it into a playable state.
I would not even count on it being finished in 2006, but I should be able to finish it some day or other.
EDIT: Released 0.3 patch just now, please allow +-12 hours for the mirrors to catch up.