Where did you put the umm files like ummClient.exe etc? umm should take the folder from where it was run as base folder.
Let me know if putting all the umm files into a seperate folder ends up with the same result. I might have something else you could try then which should result in umm storing all the files in /usr/bin/umm.
I had a similar problem in Ubuntu a week or two ago where umm always put all the files into /usr/bin which was a real pain. But that had something to do with running umm directly from MonoDeveloper (a tool to develop mono projects) and was solved when I ran it manually by executing "mono ummClient.exe".
EDIT: Yeah running it as root as well as storing all the files in /usr/bin are far from optimal.
Yeah the Test GUI is very ugly, quite the opposite of an eye-catcher
What screen resolution are you using?