It is important to do things in this exact order!

Also make sure to make backups of any files before you replace or delete them! It's a pain to get them back if you mess them up!

[edit] Overview

• Install game from original install discs. Using the "Ultima Edition" will not work with most patches!
• Apply 1.02 patch
• Apply SaiNT's High Resolution patch
  • Note: This does not contain a trojan horse like some antivirus software will warn you about
• Fix the music
• Fix the motorcycle scene and snowboard mini game from going far too fast
• Get high quality NPCs (non-playable characters) and PCs (playable-characters).
  • Follow these instructions but do NOT use the reunion patch as the instructions state. Instead, use the NPC Reconstruction patch to get better quality NPCs.
  • Before you re-create char.lgp, run the reunion patch as stated in those instructions. After the reunion patch has been run, you can re-create char.lgp.
• Change the menu pictures to images from Advent Children.
• Apply No-CD crack
• Get movies to play off of your hard drive
• If you use a joystick or controller, drop this file into your install folder.

[edit] More info

• Great FAQ for other crashes/problems