I am really good at using ursa warrior and id like to give you all a tip that is a must while playing. When playing ursa the first items you must always get is a ring of Basilus (Spelt something like that: sobi mask and ring of protection) and after that you go to make a vlads for life steal. The reason for this is, by the time you are lvl 7, you should atleast have the vlads made. It is possible for ursa to kill roshan at lvl 7 with only a vlads. The spells you will need to have is, 4 into the one that makes you do more damage with each attack, 2 into the faster attacks and 1 into your ultimate. If you do it right, it is an easy kill on rosh early in the game.
Another tip. Even though Ursa is agility, build him for strength. This will make you do more damage due to your ultimate, and also makes you more tank.