Swamp Fox,
Does it work in Listen server mode? If so, do you also have the ulx folder in your your x:/program files/Steam/SteamApps/<your_username>/Source Dedicated Server/Gmod9/LUA folder?
If you _only_ installed it to your SteamApps/SourceMods/Gmod9/LUA folder, you don't have it installed in Dedicated server.
If you're running linux, just make sure ULX is installed into the LUA folder, and you're listed in the ulx/configs/users.ini correctly.
You also need to make sure ulx_init.lua is properly copied to your (blah/dedicated server/gmod9/lua/init) folder, otherwise it won't run.
If you copied your uLX folder from your game to ded server directory, this wouldn't have gotten copied.
What happens when you type ULX_WHO in your game(not server) console while connected to your server?
If you don't get a listing of at least you and your steamid, make sure you've followed all directions in this Sticky post by Megiddo ..
http://forums.ulyssesmod.net/index.php/topic,176.0.html(Apologies to those of you are used to \ back slashes in folder formats x:\blah\. My work, and of course LUA scripting, uses / ~95% of the time)