You're running the game with no command line options? Have you tried moving your INIs somewhere else and letting the game regenerate them?
a good idea there. I know with my originally installing it with discs, then later through Steam, I needed to go into my documents/ut3/utgame,.. and basically deleted everything in my documents that had anything to do with ut3, before anything would save properly, and to clean up a bunch of maps/mods that were showing up twice , or not at all in my game menus.
Once I deleted all these, then started from vanilla, everything's worked fine since.
Although I'm still puzzled as to how to install some things.