Care to be more specific about your hardware and OS setups, and what happens when your attempts to play UT2004 via LAN fails to work?

Generally, UT2004 doesn't pose much of a problem, networking-wise, as long as you use two separate, valid CD-keys. Ensure that your LAN connection is not hindered by an overheated router or damaged Ethernet cables (pinging each other's computers is a good, initial check).

"Stephen Wolfram is the creator of Mathematica and is widely regarded as the most important innovator in scientific and technical computing today." - Stephen Wolfram