Hi!
Is that the Unreal Tournament Classic? If that's the classic, all you need is the Linux installer. It runs natively. Grab it here:
http://icculus.org/~ravage/
and bookmark that link too
. Now, if you are talking about UT2k3 +, it has already a Linux installer shipped with the CD's. It's on the third CD if I remember right. The file ends with a ".sh".
Make sure to get your 3D acceleration up and running first though
Regards!