Okay, so here is the result. The workflow to add animation from iPi to UDK is quite simple. As i said, its been a long time since i last touched UDK, but your question is quite interesting so I re-install UDK a make a quick test for you.

As you can see in the picture, the animation is the sample animation which captured with one Kinect sensor. (you can download from here
http://www.ipisoft.com/gallery.php , or make the animation your own animation )
Now export the animation form iPisoft to your 3dsmax biped or whatever bone system you use. Make sure the animation work well in 3dsmax.
Next step, you have to export the 3D mesh and animations through ActorX ( the plugin i mentioned here viewtopic.php?f=2&t=5994). Here is the tutorial how to use Actor X:
http://udn.epicgames.com/Two/ActorXMaxTutorial.html.
If you dont want to read, just search on Youtube, there are alot of tuts about using ActorX.
open UDK and import the files you have just exported from 3dsmax.
And youre done.