It's also very easy to extract them without a program. Look in the folder UT2004/cache. You'll see a bunch of files with random names ending in UXX and a file called cache.ini. Open cache.ini with notepad and you'll see a list like this:
So if I want to extract the DM-TheDeck2004, I just search the cache file for the appropriate UXX file, and rename it to DM-TheDeck2004.ut2. It's usually that simple. Now some maps, like DM-Colonial here, require a few more packages. They'll normally be listed in the cache in the order downloaded, so they should appear next to the map file. You can see all the files with the name Colonial, so it's a safe guess all those files are needed to run the map. It's also a good guess that HeavyVehicles.u and DruidsRPG217.u aren't. Just rename them appropriately and place them in the correct folders. Don't forget to test the map to see if you got the files right.