As of 2010, Ultegra is the second-best bicycle component group Shimano has to offer, after its professional-quality line--Dura Ace. Despite the difference in quality, you change gears with Ultegra shifters just as you would on Dura Ace or the lower-end Shimano 105.
Locate the shift levers on both of your Shimano Ultegra shifters. The lever on the right side of the handlebar controls the gears on your bicycle's rear derailleur. The lever on the left side operates the gears at the front derailleur. Each lever actually contains two levers, one right behind the other. You use the whole assembly to apply brakes to your bicycle.
Click the lever farthest away from you when you are on your bike to shift from a smaller to larger gear on either the rear sprocket (right side, rear derailleur) or the front chainring (left side, front derailleur). One click moves the chain one gear on the rear sprocket. Two consecutive clicks allow the chain to move quickly through two gears. You can only move your chain along the front chainring one gear at a time. When you move from a smaller to larger gear on the rear derailleur, your bicycle gets easier to pedal. When you move from small to big on the front, your bicycle becomes harder to pedal.
Click the lever closest to you when you are on your bike to move from a larger to smaller gear. You can only move between one gear at a time on the rear and front derailleurs when operating this lever. Once click of the right side lever closest to you moves the chain from a larger gear to the next smallest gear on the rear sprocket, making the bicycle harder to pedal. One click of the left side lever closest to you moves the chain on the front chainring from a larger to smaller sprocket, making the bicycle easier to pedal.
If you hear the noise of your chain rubbing against your front derailleur, gently tap the lever closest to you on the left side to adjust the position of your chain and stop the noise. It is normal for your chain to get stuck in this position from time to time when you shift gears on the front chainring.