Ok, so if you haven't tried to run a virtual machine yet with UO, I suggest you try. You can easily get 4 instances of UO running on an average desktop computer. The best thing about doing this is the VM instances don't interact with one another like they might if you try to use multiple clients on the same OS.
I'll try and go through the setup procedure for several popular VM software suppliers and you can come here to have some of your questions answered when you run into problems. To get you started, here's some links for several popular VM clients:
VirtualBox Sun Microsystems
Virtual PC 2007 Microsoft Corporation
VMWare Workstation VMWare (the one I use mostly)
VMware Player VMware
Fedora Virtualization (Xen) Redhat
Also, here's a nice link describing the differences between the various Virtualization offerings:
http://virt.kernelnewbies.org/TechComparisonA word here about VMWare:You'll find that I have a bias toward VMWare. There's a few reasons for it:
1) Virtual machines will run from both Linux or Windows clients. So I copy my "master" VM from my Windows world and linux, and it just "works".
2) VMware multithreads very well. There are problems with some VM managers where they work fine with a single thread, but when you try to use more than one application, they will bog down. VMWare handles this very well.
3) VMWare tools are fast. Installing the video/USB/mouse drivers makes the machine very snappy. Better than the others (and non existant in ZEN)
4) VMWare handles multiple CPU very well
5) Virtual machine cloning
6) VM snapshot capability and movie creation.
7) Lots more... I just can't remember them all now.