I am not sure if I used the right words here, but what I am trying to do is create an Iron Man character and add the effects of jets coming out of his hands and feet. Kind of like this video here:

I already have the character, I just need to add the ingame effects. I am going to use the UDK 3 engine.

Hi. There's plenty of material on Unreal modding forums regarding attaching particle systems (or Emitters, as they're called in this engine) to actors or sockets.

You can use the keywords "UDN Particle System" along with "attach" to get these results.