The fbx pipeline page UDK | FBXStaticMeshPipeline shows what kinds of collision meshes are allowed. Collision meshes with holes are a specific no-no. Anytime I’ve had to make a collision mesh with a hole in it, or any shape too complicated to fit into UDK auto-collision generator, I do this:
In Blender, import the fbx file you want to use.
Create some cube primitives.
In object mode, move the cubes where you want them.
In edit mode, stretch the cubes and move edges or whatever to best approximate the shape of your fbx model.
In object mode, select all of the cube primitives that you’ve shaped into a collision mesh, and press ctrl-J to join them.
Name the collision mesh UCX_[something], where [something] is the name of your original mesh.
Export the file as fbx. Import into UDK.
Back to OmarWarOgre’s issue though, I’ve had trouble importing animations with my skeletal meshes. I always import just the skeletal mesh at first, with no animations. I save all of the animations as separate fbx files. Then I create a new animset, open it up, and import the animations directly into there, and that has worked well for me. (Sorry, not at my dev computer at the moment, and I don’t remember the specific steps.) I don’t know what could be causing the Maya-to-fbx-to-crash issue, but in a few of my workflows, something just doesn’t export correctly, and I have to go into another program just to open and re-save a file so my next program can use it. (I do this with Photoshop and GIMP pretty often. And it’s always Photoshop that has the problems.) It might be insulting to an Autodesk user to suggest that Blender might handle the export better, but you never know until you try…
Edit: Oh, and regarding the animation curve, it sounds like there are some preset animation curves, and you probably fine-tuned something, changing it to a user-defined animation curve, and the export probably didn’t like that.