If you play Unreal Tournament 2003, and you're trying to join a specific server that isn't on the normal listing (a clanserver, say) but you get this message:
You need to apply the latest patches
...even though you've applied all the patches, you may be trying to connect to an Unreal Tournament 2004 server, rather than 2003. It took me some time to work this out, and I feel stupid now. Don't let it happen to you!