Discobiscuit's instructions would work, but, better yet, read the ulx_readme.txt and ULib_readme.txt instructions, and the FAQs here on the forums.
Your question is answered many times in the readme's, faqs, and even on the forums.
I recommend before taking on such a large project as running a server, you find some server 101 instructions.
Knowing how to administer a server without an addon, even ULX, is key... We wrote ULX just to make it a bit easier, and depending on the punishment, more fun.