There are two solutions to this problem:
If you already have an account here, make sure that you are connecting with the correct username. Perhaps you typed it wrong, or accidentially added a space at the end, or even used the wrong username.
If you haven't played yet, then usually someone at your house (or where you currently are) already has an account. They need to log on to their account, and type [account - there they can request an additional account for you.
If neither of this works, send an email to the address on the frontpage

+Colibri, Administrator of UO Excelsior Shard
Don't know what the purpose of your life is? Well then make something up!

(Old Colibrian proverb)