Are you talking about that weird farmless window that appears above the start button? It appears as a shadow outline and when you mouse over it your cursor spins. I fixed that by disabling "Transparency Effects". Personalize > Colors > Transparency Effects
Also Ive discovered the following....
Problem: UT Random screen pause but audio continues.
Description: While playing online/offline in any game mode, full screen, there is a very random screen pause (freeze) that lasts about a second. Audio continues and the game continues while the pause is happening. Annoying as hell.
Fix: Running UT in compatibility mode for "Windows XP SP3" AND running as "Administrator" solved the problem.