So first you open the "User" file in your UT folder. Then there you choose a button, for eg. "B". Just after it you write "Name" and then the name you want.
B=Name "Your Name"
To color the name you need UT2k4 Message Colorizer.
Can get it here >>>> http://americasarmy.filefront.com/file/Hyrulians_UT2k4_Message_Colorizer;53593#Download
If you want to open it and it says that the file comdlg32.ocx is missing, you can get this file here. Just put it in the folder of the colorizer.
http://www.dll-files.com/dllindex/dll-files.shtml?comdlg32
So in the colorizer you press "choose color". If you have a color you press "ok", then "Use Color" and type the letter or word you want to have colored. And just go on like that.
It will look crazy like that: "8A_M’,@€O@R" (<<<hope you can read your name in there
)
Now just need to paste it to the letter... "B=Name 8A_M’,@€O@R" (without "")
And finished. Hope you understand ask if you have Questions.