Is it big enough for your message

Is it mostly flat on the side you want to engrave (this is important later and we'll go over that in another step)

Will you want this to lay flat or stand up and, if the later, can it do that

I chose 3 rocks of a similar type and they all have very different results.  This is why I say you'll want to experiment a bit over a few rocks of the same kind

Because these are natural materials it's probably not completely flat

Place the rock near the center of the working area

Use wedges or scraps of wood to level the top of the rock as much as possible

Tape can be used to secure both the rock and the scraps used to level it

Align the red and blue dots

Refresh the camera image on the Ultra

Align your image to the rock

For these rocks I started with 95 power 500 speed and 5 passes.  

For the rock with the deepest engraving I gave it 20 passes total

I added in a rock that wasn't very flat to demonstrate why you'll want it to be flat or do it in multiple engraving steps. You can see that most letters engraved nice and deep but a couple are only a little visible.

Also important, I suggest doing this in multiple separate rounds.  I only set it to engrave 10 passes at a time and then hit repeat on the button.  The rock gets HOT and I didn't want to crack it.  By doing it in multiple passes it gives it a minute to cool a little bit