I use 3DS Max to create model and to add bones.
Next I use MotionBuilder to create animation.

MBdefinition.jpg
MBcontrols.jpg

There are more bones than it is needed (for example hair or skirt bones), but all are connected to the one skeleton.

AllBones.jpg

Animation looks good in MotionBuilder and 3DS Max.

3DS.jpg

But in UDK some bones are not used (skirt bones).

UDKanimation.jpg
UDKbones.jpg


That is the problem.
Please help and sorry for my english.