There were some repacks of UT (e.g. bundled with some hardware) that had a different CD layout. If you have one of these, the standard-patch would complain.
Altough, there is a so-called "big patch" for UT published by Epic, that does not require the CD for an upgrade. Look for
utpatch436creative.exe, you can find it for example on fileplanet:
http://www.fileplanet.com/files/120000/124274.shtml
Cheers