There are two download you will need before being able to log into Kojio's Realm and play. The first is the UO Client itself. This can be obtained from the UO website. There is no need to make an account, simply go to the download client link and grab the latest CLASSIC version of the client. Once you have downloaded the client run the extract and run the patch program. UO will then patch the game. The client should be at least version 188.8.131.52
After UO client is patched Download UO Steam. This is a program that will not only allow you to connect to Kojio's realm but it is also a powerful UO tool to help automate many of the actions within the game and help you create complex macros.
Once you have both programs installed load up UO Steam. In initial startup area have the Client Option set to (Auto Detct) - check the remove encryption box.
Point the ultima Online directory to the place you have installed the client. Default would look something like:
c:\program files (x86)\Electronic Arts\Ultima Online Classic
In the Shard box type
Leave the Encryption required box UNCHECKED
Once UO loads up simply enter a desired username and password the first time and the sever will create that account for you. You will then be taken to the character creation page and you are on your way!