I am told that the variance of Ui given x is sigma squared times Xi and that the covariances between all ui is equal to sigma squared

if I want the variance of $\displaystyle \sumx_iu_i$ and I break it down so i have the variance of $\displaystyle \sumx_1u_1 + \sumx_i_i$ (from i=2 to n) I will end up having to compute $\displaystyle var(x_1u_1)$

Can I take x out of the summation if the variance of u is dependent on x?

ie can I do this $\displaystyle var(x_1u_1) = x^2Var(u1)$