Will the device Mesh Output support the .FBX file for export?
Now I export the mesh as a .OBJ and then I need to convert it to .FBX so I can import them in to UDK.
I use the FBX coverter software from Autodesk mo manage this.
It currently does not, but this is a good suggestion. I will put it on the list!
If you have Terragen2 (2.5), it now imports and exports fbx. World Machine and Terragen work great together.