1) Install UT2004
2) Download & Install the following patches and bonus packs.
    (They are in installation order)
201MB  UT2004MegaPack.exe                   http://downloads.unrealadmin.org/UT2004/BonusPack/UT2004MegaPack.exe
1.94MB Win32-3369CrashFix.zip               http://downloads.unrealadmin.org/UT2004/Patches/Windows/Win32-3369CrashFix.zip
12.3MB UT2K4_WinXP_Extra.EXE                http://downloads.unrealadmin.org/UT2004/BonusPack/UT2K4_WinXP_Extra.EXE
137MB  cbp1ECE.zip                          http://files.moddb.com/89/
194MB  cbp2-volume1_zip.zip                 http://files.moddb.com/90/
191MB  cbp2-volume2_zip.zip                 http://files.moddb.com/91/
4.10MB ons-icarus.zip                       http://spockx2.design.iastate.edu/~anson/Unreal2004Maps/ons-icarus.zip
1.37MB UT2004_Online_Play_Enabler_v3369.rar http://jbeekman.nl/pub/UT2004_Online_Play_Enabler_v3369.rar
3) PLAY!