We are showing the old United Devices agent the door - it's time to BOINC, if you don't already.
Download this version of BOINC - it's not the latest, but it's the current stable version. When you install it, I recommend choosing the service installation.
Once you have installed BOINC, you need to attach to www.worldcommunitygrid.org using your WCG username and password. And that's it - job done. You can remove the old United Devices agent - it's listed as "World Community Grid Agent" in Add/Remove programs.
If you use Vista, don't accept the default installation location - create a new folder outside Program Files to avoid all sorts of problems.