Bones 3dsMax tip

in 3dsMax grab your mesh – use Systems/Bones to add bones. Rename the root bone b_Root (unreal wont like it if you dont). Select the mesh and use the Modifier/Skin to skin it. Click on Bones: Add and select your bones to add bones. Then go edit envelopes to adjust the weighting.

in UDK first import the skeletal mesh, then Rclick empty space in Content Browser to create an AnimSet. Then open the AnimSet Editor, choose your mesh from Mesh/SkeletalMesh then file Import PSA