http://cg.tutsplus.com/tutorials/unreal-dev-kit/quick-tip-an-introduction-to-light-mapping-in-udk/

Light-mapping for the Unreal Engine used to be an extremely tedious process, as it could only be prepared in an external program such as Max or Maya. Well, thankfully there is a solution! In the first of our Unreal Dev Kit tutorials, Jarlan Perez walks us through how to first prepare a model, and then setup light-mapping entirely within the UDK itself.