This video TuT covers making a Ugly mesh in 3Ds MAX 2008, adding multiple objects into one mesh, unwrapping the UVW.
X-porting it as a OBJ into ZBrush 3.0, painting the texture, X-porting the Texture & OBJ from ZBrush.

using the texture in 3Ds MAX &, X-porting the mesh as a ASE, in-porting the ASE & the texture into UT3.

setting up the basic Material using the texture, adding the texture to the mesh in ut3 & setting up the mesh's collision.

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