There's really not much to do. You just point the wordfile to your php syntax file or cut and paste it in. Make sure your language numbering tags don't overlap and it should be ok. You may have to save your file or restart ultraedit for the changes to take effect. Make sure your particular file extensions are in the end of the first line
There's a sourceforge.net project that has a pretty decent scheme. Server seems to be down for the moment. Just do a search for ultraedit when it's up.