Wherever you installed your game, find the CookedPC folder and copy it somehwhere else.  I have 6GB+ of crap in mine.  One typical install path might be:
[color=red:8257f38549]C:\Program Files\Unreal Tournament 3\UTGame\CookedPC[/color:8257f38549]

The reason you should back this up is it seems that you might get an error messsage when connecting to a server telling you that you have a problem with one of the files somewhere in that folder.  It won't tell you where the file is but it tells you the file name.  You will need to know which files go into what folders.  Maybe you can figure this out just by doing a ctrl+F search in windows for the file.  Files that start with &quot;A_&quot; go into the sounds folder.

Screenshot of the problem and the fact that I DO have the file it can't find:
[URL=http://img84.imageshack.us/img84/9838/20080226023303un5.jpg][img:8257f38549]http://img84.imageshack.us/img84/9838/20080226023303un5.th.jpg[/img:8257f38549][/URL]
I don't know anything more than that at this point.

Some people are having success getting around this problem by using a cache cleaner ( http://dfbgaming.com/Post54800.html#54800 ) but the UT3Tweaker is still a little buggy when it comes to cleaning the cache as it doesn't delete my files or clear the cache.ini file like it should when I hit the delete button so I think it could eventually make a mess of things.