You shouldn't start with Ulver, you should start with Arcturus as Arcturus is a bit easier to digest at first. I would suggest you proceed with Arcturus + Ulver albums in this order:
Arcturus - The Sham Mirrors
Arcturus - Aspera Hiems Symfonia
Ulver - Bergatt
Ulver - Kveldssanger (happy bitches?)
Ulver - Nattens Madrigal (now you have the more metal related ones out of your system, get onto the real meat)
Arcturus - La Masquerade Infernale
Ulver - Themes from William Blake's Marriage of Heaven and Hell
Ulver - Metamorphasis
Ulver - Perdition City
Arcturus and the Deception Circus - Disguised Masters
Ulver - the rest of their post PC discography
If you want, throw in the first couple Borknagar albums into the metal section, as they are some of Garm's best metal work.