To avoid errors when importing .ase files to UE2. It is necessary to prepare the geometries in 3D Studio Max as detailed in the following link.
https://docs.unrealengine.com/udk/Two/MAXtoUnreal.htmlWhen using the batch exporter of the ActorX importer it will always generate problems with the .ase files generated from skeletalmeshes because skeletalmeshes contain bones to which no material is assigned.
To fix this issue, the actorx importer must be used to import the model into 3D studio Max. and then edit the model removing the bones and make sure that all the geometries have a material assigned.
then the model must be exported to .ase format using the 3D studio max UI (The batch exporter must not be used)
Following this procedure I have been able to avoid errors when importing .ase files to UE2