Btw , here is a page where you can download a bunch of UDK training videos that show you how to use everything from the editor to physics , the videos are very good and if your familiar with a game engine like GameStudio you will pick up UDK almost instantly after watching them.

http://udn.epicgames.com/Three/VideoTutorials.html

When you load the page just scroll down to where it says 3D Buzz Video Tutorials.