Here is another tutorial people have been hammering on :). How to import static mesh's into the Unreal Development Kit. I use 3ds Max. However any modeling program that supports ASE,.T3d,.DAE should work fine.
UDK:
Udk.com
Prerequisites:
Youtube.com
Documentation:
None:
Forum:
Apistudios.com
Special thanks to rijndersnathan's for the logo