Hmm. I've followed your tribulations in the previous thread, and rather hoped you'd been able to get it working. I can only really tell you how my setup was installed - which I've done twice now 'cos I accidentally massacred one of the map files.
I'm running Win XP Pro, I'm installing everything to a games-dedicated drive partition (drive E:, not that that should make any difference), and I'm starting with the original version of Unreal 2.
First Unreal 2 got installed to E:\Unreal2 - I believe this was then patched to the latest version. Next I installed the U2XMP downloaded installer (u2xmp_6497_usa.exe) to E:\U2XMP; it is my belief that
I hadn't got the Unreal 2 play CD in the drive either time I did this, and had to insert it when prompted, after which the installation proceeded fine. This installed version was then patched using the 7710 patch file (6497-7710_u2xmp.exe). I've since added the Beta Community Bonus Pack and most recently the full release of the CBP, but those make no difference to whether XMP installs correctly or not.
Any of that any use? I hope so, it's a shame to see someone who obviously really wants to join the XMP roller-coaster having such difficulties!