I just posted this as a reply to another thread, but thought some people who want to know how to do this might not look in that thread, so i decided to make another one dedicated to it, here goes...
open the editor, and you have to do this part as soon as you open the editor, cos of some wierd bug, but go into the actor classes browser
Untick the box at the top that says "Placeable classes only"
Scroll down to and expand the "Pawn" group
Expand "GamePawn" and then "Warpawn" then "Pawn_Infantry" then "Pawn_COGGear"
Next just chose one of the COG soldiers, doesnt really matter wich one I dont reckon, but I chose Marcus, right click on him and select the only option there, "Create Archtype"
Enter a package and a name
In the generic tab, find your package that you created the archtype in
Right click on the archetype and select "Properties"
Scroll down to the group of properties called "Pawn"
Expand the "Mesh" part of that properties group
Scroll down the bit you just expanded, and second from last is a box called skeletalmesh.. change that to your custom model
Now, if you close down the properties box and with the archetype still selected, if you go into your map and right click, go into "add actor" and there will be an option to add your archetype.. there you go, you should now have your own character in game... but, if you want to go further and actually play as your own character, then...
Click on the model of your archetype that was placed on the map, with it highlighted open kismet
Right click somewhere and click on the option to "Add object var using (whatever character you based it off)"
Now rigth click somewhere and go add action -> pawn -> Possess pawn
Link the pawn target box up to your achtype object you added in
Right click somewhere and go new variable -> player -> Marcus
Link that marcus variable up to the target box of possess pawn
Now just hook the in box of possess pawn to the event you want to trigger the character swap, probably a level loaded and visible action
and one last thing to do, is to get rid of Marcus that you start as, click on the posess pawn action you created, and tick the top box in teh properties list "bKillOldPawn"
Hope this helps
And by the way, if you play around with the archetype properties before you place it, you can change a lot of otehr things too, liek your health, running speed, characters voice, starting weapons, whether he wears a helmet or not and what model to use for it, some ai properties if you dont plan on playing as the character, helth recharge rate, meelee attack range (hit them from the other side of the map ) etc etc
Oh, and one MORE thing, this technique could theoretically be used to create custom weapons.. (well it can) i just have no idea how to go about giving the characters teh wepons at teh moment, but thats what im workin on workin out