@turb0n3rz: The purple color comes from the default checkerboard material which UDK applies to all objects when no specific material is applied by the user :)
K... Exported as .obj with default settings... Can't seem to upload .obj here... so here it is: http://s000.tinyupload.com/index.php?file_id=02317076087762468233
It is still a weird decision to turn it on by default considering how that is usually the first thing people complain about when they use modo for the first time.
@Shyralon: Switch matcaps to a gray lambert. The default skin one kind of sucks for looking at the sculpt critically. It makes everything feel too soft.