The market will not change from the UD settings menu, you will need to download and install one of the market zips out there.... I would suggest Black Market or BlackX Market...
Also, since you tried this way, your market is now probably broken and will not allow the new markets to be installed... to get them to work, you will need to reflash the rom or a backup to when the old market was working BEFORE you tried to install it from settings....
And I will save you a lot of trouble, this is the only way to do this. So before you start trying a lot of things just go ahead and reflash, install one of the new market zips, and be done with it......