Links from my teacher -

Info from my teacher Paul about my assignment.

512X512 is an acceptable size, but I have found that 1024X1024 will go into UDK without an issue.  So, please try that format/size.  

Oh, please make sure your textures are RGB.  I know that sound like a given, but UDK will not accept textures that are not RGB and 8 bit.   

FBX references for Max and Maya to UDK

http://www.youtube.com/watch?v=o1tmHo1nRrg

http://www.youtube.com/watch?v=Uj6Jybyws0U
http://www.youtube.com/watch?v=M5eiNyac8XE&feature=relmfu
http://www.youtube.com/watch?v=bZ2LQ46ksy8
http://www.youtube.com/watch?v=qq7uxH7Sqyk&feature=relmfu

http://cg.tutsplus.com/tutorials/autodesk-maya/maya-to-udk-importing-static-meshes-using-actorx-fbx/ 

Paul