The UTH will plug into the thermostat (regulator) it will have a temperature probe that measures the temperature of the UTH and varies the amount of power going to it to keep it at the desired temperature.
Stay way from the junk thermostats sold in pet stores... they are overprices and break quickly. Here are 2 good thermostats:
Budget: http://www.amazon.com/Hydrofarm-MTPR.../dp/B000NZZG3S
High quality: http://spyderrobotics.com/
When using a UTh you need to know how hot the bottom of the cage is... unregulated they can get hot enough to seriously burn or even kill your snake. obviously the bottom of the cage is going to be the hottest part so that is what you want to measure to ensure that you know how hot the hottest part of the cage is. (you don't ever want it to get over 95 degrees)