[Eru]

You can do it with Razor. When you get the gump the first time, switch over to Razor and have it record you pressing the (?) button to open the gump. That will record that action, then add a pause of 60000 so that it tries to press it every minute. When you get the gump, it will automatically open the CAPTCHA page for you to put in the code. That way UO doesn't need to be in the foreground while it's running, but you still need to be there when it asks you.

Like Venos said, it's there because if it wasn't, people would go AFK for 3 days with a lumber/mining script going and make tons and tons of money without having to actually play.