OK, so I download a zipfile (say, the Raptor model), open it, extract the separate components to the directories as specified in the readme, i.e.
RaptorSkins.utx = UT2004/Textures
Raptor.ukx = UT2004/Animations
RaptorVoice.u = UT2004/System
Raptor.upl = UT2004/System
Raptor.ka = UT2004/KarmaData
...start up UT...and the model isn't there! Tried this several times, but they simply refuse to show up. This never happened with classic UT (which, IMO, had a far superior menu setup, among other things). UMOD files, otoh, seem to work just fine (haven't tried models yet, though; couldn't find any nice ones that format). What's up??