from my understanding, if the shard is using Ultima Live, it should provide the necessary files attached and provide support to its players. I know of an example where a shard provides a download link and it has everything you will need included. You may need to get ahold the admins of the shard your trying to play at to make sure your getting all the files needed. It may be a wrong version or there is some custom edits to it.
Hope you have your issue resolved in the near future so u can jump right into the action of Ultima Online