Welcome to the forum skyrider,
Let me put this plainly. I use Linux, and I am a gamer.
First of all, Play4Linux is a nice application for getting those Windows programs to work in Linux, but the software such as Urban Terror may not be the latest version. However, Urban Terror is cross platform compatible, so why not just install the game from the source
Once you have downloaded the game, just simply extract the file into your home folder, or a game folder. Once it is extracted, simply click the updater to update the game. You can use 32bit or 64bit, according to your cpu type. Then when you want to play the game, just execute the launch file. You may want to create a shortcut or link to the updater and launch files so you can add them to your favorites.
As Sander mentioned, feel free to join our TeamSpeak server so that you could get to know us. We are all about community, so welcome...