First of all, sounds like you are running the "old" MonsterMash which only exists for studying purposes for bored programmers, and I don't recommend using it anymore.
If you just want to play a few rounds, both }TCP{ in Europe and Newbies Playground run an MM server, in that case, just find and join the servers
To play offline, install the latest UTeamFix (UTF), run the custom DeathMatch Game mode (called DeathMatchgameFIX) and enable the Monstermash mutator that comes with UTF.
UTeamFix page and downloads:
http://wolf.tcpclan.net/projects/Unreal/UTeamFix.html
Manual:
http://wolf.tcpclan.net/projects/Unreal/UTeamFix/Manual10/index.html
For a quick offline run, just run UTeamFix.DeathMatchgameFIX offline, (open DmDeck16?game=UTeamFix.DeathMatchGameFIX). Now, since you have Unreal Gold you should get a 2nd menu key, because with UGold you only get the UT menu. UTF should tell you that and get you on the keybind menu to let you pick a key for the Menu.
Exit the keybind menu and hit the key (you are automatically admin when playing offline), go to admin menu, mutators and click on monstermash (so it says "true" on the right, indicating it is on). Then switch maps :-)
Note that with UTF installed locally you may run into version conflicts if you play online again, so be prepared to delete or rename the files when that happens.