whats UHT milk? (never mind, I did a search on the term - why are you using this rather than plain old milk? I would think the processing could affect the flavor of the yogurt)
try using a small amount of *non-instant* powdered milk rather than instant milk powder. Don't add too much or it will make the yogurt gummy rather than thicker. Another approach is to line a colander or seive with cheesecloth, dump in finished yogurt, fold cheesecloth over top, and then put a plate with weights on the top (use a can for a weight). Put the colander in a bowl and put the whole contraption in the 'frig overnite. This presses out some of the liquid.
yakuta posted a fool-proof recipe for yogurt awhile back that everyone loved (me too!) - do a search on DC for "yogurt" and yakuta (I think the thread topic was about greek yogurt, but I'm not entirely sure) - yakuta knows his stuff!
Don't replace milk powder with soy powder - soy powder is a flour milled from soy beans. You could use soy powder to make soy milk and then make soy yogurt from the soy milk but that doesn't sound like what you want to do.