Hi there - sorry its giving you trouble!
Things I remember doing that were important in getting me in:
patching the client close to or right at 5.06c, but not beyond
downloading the latest version of razor per Step 2
downloading Connect UO from the link on Step 3
configured Connect UO exactly per all the pics (esp. importation to set the browser as default,
make sure all the client/razor settings are correct and razor starts with the client, and all the
AddLocalServerDialog settings are correct, including patch client encryption being checked)
For me, since I use Windows Vista, the added comments about letting connectuo through
the firewall were also necessary.
I've only had one other quirk since then which is I installed a program, Skype I believe, which used an important port UO needs. I think I either had to uninstall or reconfigure Skype to not use its default port.
But if you go back through the steps and doublecheck the settings, and let connuo through the firewall I'm confident you will be in soon!