Ok:
The version that was shipped with the ECE edition was cut down, so you are going to have to download the full version unfortunately (the patch isnt good enough). We/I apologize for the inconvenience, but thats how it goes.
That said, there are two versions of the full: umod and zip. The umod is an executable that should run upon double clicking, though occasionally the file association gets bugged, which sounds like it might have happened on your system. There is a way to fix it, however i dont know it off the top of my head. Thusly: its far easier to just get the zip file, heres a link:
http://download.beyondunreal.com/filewo ... ll_zip.zip
To install:
1) right click the file, go to Extract all. When it asks what directory to extract to, select your base UT2004 folder, for instance mine would read C:\UT2004.
2) hit OK/Next. if prompted to overwrite (and you will be), select yes.
3) open up your UT2004 folder, then open the chaosut2 folder inside it, then the system folder in side that (ie UT2004\ChaosUT2\System). Delete ChaosUT2.ini and ChaosUT2user.ini
4) Start up the game and select the chaos mod, you might have to reconfigure stuff but you will now be at the latest version. Enjoy.
I make Darth Vader look like a teenage punk with a lightsaber.