Have you had power outages where the UPS kicked in? If so the Surge Protector plugged into the UPS is not a good idea. Excerpt from an article bythe maker of APC UPS
Plugging a surge protector into your UPS:
The noise filtration circuitry in a Surge Protector can effectively "mask" some of the load from the UPS, causing the UPS to report a lower percentage of attached load than there actually is. This can cause a user to inadvertently overload their UPS. When the UPS switches to battery, it may be unable to support the equipment attached, causing a dropped load.
Surge protectors filter the power for surges and offer EMI/RFI filtering but do not efficiently distribute the power, meaning that some equipment may be deprived of the necessary amperage it requires to run properly causing your attached equipment (computer, monitor, etc) to shutdown or reboot. If you need to supply additional receptacles on the output of your UPS, we recommend using Power Distribution Units (PDU's). PDUs evenly distribute the amperage among the outlets, while the UPS will filter the power and provide surge protection. PDUs use and distribute the available amperage more efficiently, allowing your equipment to receive the best available power to maintain operation.
Short version using a surge protector between the UPS and your equipment might not be a good idea.