As a recommendation - install the game as root next time, that way it will be installed to /usr/local/games/ut2004 and available to all users (or if you have a seperate /home partition, you don't have to clog it up with games)
To install the patch - from my UT2003 experience (and from
this site), you have to extract the file somewhere (a *.tar.bz2 is just a bzipped tar file), and then copy it's contents to your ut2004 directory.
Code:
tar -xfj ut2004-lnxpatch3339.tar.bz2
cp -rf UT2004-Patch /home/carlos/ut2004