It took me a while to figure this out, as there is one tutorial that explains how to do it for UT1, but there aren't any tutorials that explain how to do it for UT2004, so after a while I finally discovered how to do it, and so here it is.
1- Set up a zone of your map, that you know it will be the end of it, and the teleporting point to the next map.
Make sure that the area is well clear of obstrucions.
2- Make a "wall" of teleporters.
In other words, set up a row of teleporters to make sure that the player wont miss them and roam around aimlessly looking for them.
That also includes the radius. make sure that that have enough radius, without colliding with eachother.
You can do that by clicking on the view port bar and selecting actors>radii view.
Then go to the teleporter's properties, and under collision, change the colision radius.
3- On the teleporter>properties>events>tag.
Place a unique name that will be used for that specific teleportation only.
Open the teleporter's URL, and type the name of the map you want to teleport to... like the following:
Game Mode/Name Of Map.ut2#/Name of Tag
4- Now you have the on-going teleporters, you will need the in-coming teleporter.
Copy the teleporters, rebuild your map, and save it.
Open the map you want to teleport to, and paste the teleporters in the point you wish to teleport to.
Then open their properties, and delete the URL, as you don't need it, and set bEnabled to false.
Now you have the teleporter from map 1 to map 2.
To teleport back to the other map, create a new set of teleporters, and just follow the same example, but just change the name of the tag and the map, and do the same.
Make sure you don't place the on-going teleporters right next to the in-coming, otherwize you will just be teleporting back and forths in both maps.
5- Now for the secret ingridient.
For all of this to take effect, you must have the maps on your own map list.
Open UT2004, and go to map selection, then go to your map set up, and place all the maps you want to use as part of your mini game on the list, from the left column to the right column.
it does not matter which order, as it wont really matter when the teleporters take effect.
If you have any doubts, don't hesitate to ask.