UM can be a little quirky to install. The biggest gotcha is always virus protection. You need to turn that off first then load the UM client. Try that.
Secondly, there is no way to totally customize the cover page. There is a very basic editor that will allow you to add your company logo, that is about it. It is an executable so email me if you want it. What you could do is import the cover page you want into your Fax Library, then choose no cover page and use the Fax library doc as the cover page.