Well, I finally manage to find a workflow to lay down a road mesh over a terrain landscape inside UDK.
Here is the result:
I won't post any tutorial here, because the moderator (you know who you are ) will for sure delete it. So, if you want to know how to achieve the same thing, search for me inside Cryengine foruns, because I am leaving UDK, and I won't be posting anything more overhere or even be using UDK. It is not a UDK problem, but a moderator problem.
Anway, good luck for you all.