For UT2003 just take the cd out after you start it up. Its temporary I know, but it protects the cd and the drive. You wouldnt even need the cd in the drive if it weren't for that copy protection crap.
EDIT: found a no cd patch file at that site...thanks Viper_Maniac! And Signal, it works really well for UT2003, just make sure you rename the original UT2003 launcher if you intend to keep it as a back up in case something goes wrong. I renamed mine to "UT2003Original"... something along those lines will work. No qoutes though.