I dont actually pick the coin I want to mine, I pick the algo - so Sha256 is port 3333? Then I mine the 23 sha256 coins there, based it what the pool determines as most profitable? I can't actually mine UBN directly with the pool?
That is correct. However, you could select your PAYOUT currency to be UBN by saying "-p c=UBN".
Its all explained on the pool's web page.