Does anyone know how to create a Virtual Directory without making it an application?  The control panel seem to automatically set the vdir up as an app.  There seems to be no way to change it without calling support. 

In IIS you can pull up the vdir and click the "Remove" button under Application Settings.  See image below.  Does anyone know how to do this using the the control panel?

The short answer is, you can't.

However I found this article:  http://forum.dotnetpanel.com/forums/p/1775/10100.aspx#10100

Not sure if Ultima can find a way to allow customers to change this setting themselves, so I think you'll be stuck with submitting a support ticket.  They respond to tickets quickly.  How often do you need to do this?