@Jorlin (and anybody else having trouble with this): 
  This is how i got UT2004 ECE from GOG working on Crunchbang linux (it's ubuntu based, so i see no reason why this wouldn't work on Ubuntu. Please note this is for the 64-BIT VERSION ONLY!!!!  
 It shouldn't take much to get this working in 32bit, but i haven't tried it.  
 ***  
 Download + Install GOG UT2004 ECE using Wine  
 Copy the UT2004 directory from Wine C:\ Drive into ~/Games/ut2004  
 Download Linux Patch (
http://www.gamershell.com/download_11985.shtml)  
 Extract patch to a separate folder, copy subfolders into ~/Games/ut2004 (replace all)  
 Update Linux: 
 sudo apt-get update 
 sudp apt-get upgrade  
 Download this package: 
 wget 
http://fr.archive.ubuntu.com/ubuntu/pool/universe/g/gcc-3.3/libstdc++5_3.3.6-17ubuntu1_amd64.deb   Install it: 
 sudo dpkg -i libstdc++5_3.3.6-17ubuntu1_amd64.deb  
 Create symbolic links to these libraries: 
 sudo ln -s /usr/lib/libSDL-1.2.so.0 ~/Games/ut2004/System/libSDL-1.2.so.0 
 sudo ln -s /usr/lib/libstdc++.so.5 ~/Games/ut2004/System/libstdc++.so.5  
 Get your CDKey working: 
 'regedit' in terminal 
 Browse to HKEY_LOCAL_MACHINE/Software/Unreal Technology/Installed Apps/UT2004/CDKey 
 Copy it into a new file called "CDKey" in the ~/Games/ut2004/System folder  
 Edit permissions for the 64-bit executable to make it executable: 
 sudo chmod +x ~/Games/ut2004/System/ut2004-bin-linux-amd64  
 CD to the System directory for UT 
 cd ~/Games/ut2004/System  
 Run the executable: 
 ./ut2004-bin-linux-amd64  
 START FRAGGING :-)  
 ***  
 EDIT: At first i didn't have sound, but i managed to get it working. If you're having trouble, try this:  
 First download the correct sound package: 
 sudo apt-get install libopenal1  
 Then make a symbolic link thusly: 
 sudo ln -s /usr/lib/libopenal.so.1 ~/Games/ut2004/System/openal.so  
 Then create a config file for openal in ~/.alsoftrc, and put these lines in it:  
 format = AL_FORMAT_STEREO16 
 frequency = 44100 
 drivers = alsa 
 layout_STEREO = fl=-100, fr=100  
 [alsa] 
 device = default 
 mmap = true   
 These are just what i use. If they don't work theres an example file floating around somewhere.  
 ***  
 Hope this works for others. Credit to Kingoftherings for that post on the CDKey, just copied those instructions from his post up there.