Here is another possible solution to this problem.
Credit for the find goes to BSP from the TGC forum.
The work flow: Maya to UDK to Max to Xfile. This is for skinned boned animated characters and any other objects you want to export from Maya
Here is the message sent to me in email. I have not tested it yet as it has a lot of steps but seems sound.
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Now, only what you will need is so-called "ActorX Importer" or UDK importer-exporter both for Maya and 3DS Max.
Check the following links: http://www.gildor.org/downloads <---There you'll find ActorX Importer for 3ds Max
http://udn.epicgames.com/Two/ActorXMayaTutorial.html
http://udn.epicgames.com/Two/ActorX.html#Maya%20Exporter%20Plugins
There you should find some working exporter for Maya
I was testing ActorX Importer for 3ds Max and worked great, therefore Maya version should work fine too.
My plan is easy. You are opening your Maya model in Maya, and then converting to UDK file format. UDK supports a two file formats, namely PSK for meshes and PSA for bones with animations. Now, this converted model you have to import into 3ds Max by using ActorX Importer. When you'll do this, you'll need only export your model (which was imported before the moment) to .X format by using Pandasoft exporter.
I only tested ActorX Importer for 3ds Max as I wrote before, because I don't have Maya. However if this plugin works very well in 3DS Max, should works well in Maya too. My main program for animating and then for exporting is Fragmotion but I use 3DS Max from time to time.
Damian
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I am gong to test this out, but it may take me a few days to get threw the Maya part. Anyone else who is looking to do the same are more then welcome to try this out also. Please report you findings on if it worked for you.
Thanks