well, there are a couple of other programs you could use. xsi, maya, 3ds-studiomax for example.
if you don't like blender i'd try xsi, because its free.(at least there is a free version and i'm not sure but i think you can also make animations with it. and there should be an actorx-exporter.)
have tested it once and it's quite easy. blender is more irritating at the beginning.
maya and 3ds max are great programs but really expensive.
normally it should also work with blender. you can either download a script for a psk/psa-exporter here
or you can download blender 2.5 or higher which should contain the exporter.
shows you how to make an easy blender animation and how to import it into udk. we're not working with udk but importing is quite easy and does not need a tutorial. just open the animationbrowser and go to file>import mesh/import animation.
hope that helped.