Ever since they got rid of the zmapper plugin zbrush has been useless for normals pretty much no matter what you do. Decimate it an bake it in max. And with UDK make sure to use separate smooth groups on separate UV shells. Since it looks like a dynamic mesh you're importing there's really no perfect solution that I know…
I wouldn't expect a straight bake from zbrush to come out looking good in UDK (I'm not sure if the engine is synched to anything, but results should still be better when baking using xnormal/max/something that actually takes into account custom usernormals on the mesh). Edi: Also, be sure that the normal map's compression…
So as far as normmals and zbrush goes I get my model read all its sup level, I go to the lowest sub level then I pick my map size (depending on what I do it varies I go high so I can always go down if I need later) Then I go to the normal map (or the Multi Map exporter if I do other maps), but just for normals I click on…
I think zbrush just averages the normals across the entire tool. If you were to bake in Max/xnormal, you should be able to use custom normals which will let you do what Turbo recommended (different smoothing groups per UV shell). Zbrush is good for creating the high-res models used to create the normals, but it's not good…