First of all, apologies to those of you having trouble installing the UDK.
To check the validity of the download, use the software here http://md5summer.org/ - this will create an md5 checksum on your local install to make sure it is correct.
The UDK installs several prerequisites required to run the editor... they can all be downloaded separately and installed individually. If you're having a problem with a specific redistributable, does the standalone installer for that component work? If it doesn't, does a reboot fix it? If it still doesn't install, does it tell you why not? If it does state the reason, please post here and we'll look into it (please include your OS, language, UAC on or off, and whether you are an admin in your machine specs).
It has been noted that pending Windows Updates and partially finished installs can stop the following installing; a reboot is always the first line of defence here.
It has also been noted that some virus checkers can break the install (especially AVG); try disabling that.
*Some folks are experiencing an error message asking for Windows XP service pack 3 when they are running Vista or Win7. The simplest solution is to run the installer an add -progressonly to the shortcut or command line. Another solution is here:
.NET35 SP1 - already installed if you have Vista SP2 or later
You can verify that .NET35 SP1 is installed correctly using the tool from the page listed below
VCRedists for x86 and x64
DirectX End User Runtimes
Microsoft Chart Controls for Microsoft .NET Framework 3.5
Nvidia PhysX System Software - already installed with the latest Nvidia video card drivers
Windows XP only: AMD CPU drivers
Other issues will be addressed in later posts; please keep this thread limited to redistributable problems - thanks!