I just imported a single fbx anim for my character, a 25 frame walk cycle, in the rocket editor it shows “26 Frames”
i checked by importing the same fbx file into udk 10/2012 and it shows 25 frames, side note someone mentioned this problem in udk 02/2013.
yes i wish for psk/psa import to save my workflow of multi anims per file but i doubt that will happen
just checked the import into udk 02/2013 worked fine with 25 frames
In UE3 we discovered that ActorX (psa,psk) and FBX was off by one frame. We added a fix for it in UE3 but it may not have made it to UE4. I am going to investigate this some more here.
A couple questions: Did you try typing in a value for the range when you import the animation (in the import dialog under advanced there is to specify this). Also under advanced there are two different options for how time range is interpreted. Did you try those? We have those options because many different programs set time range differently. Final question, what tool did you use to create the animation (Maya/Max/Blender/etc).
Sorry we completely removed PSA/PSK import from UE4. It was a very old format that was hard to maintain. FBX does support multiple animations in the same file but popular programs such as Maya and Max do not support exporting more than one animation. We’ve discussed this several times with Autodesk so hopefully they will add support for this to their plugins.
ok atm i’m using max 2011 with the 2013 fbx export, using the standard UT3/UDK rigg i animate the biped then collapse the anims onto the b_bones then delete the biped before exporting.
the anim is 0-24 frames though the file is 0-25 frames on export i set the range to 0-24.
haven’t tried any of the import options just used the straight defaults.
lets hope autodesk see’s the light, i have 10 factions each with at least 10 weapons that have a min of 5 anims, thats going to be a lot of fbx files 
sort of goes backward to batch export of max files for some games i used to mod
just did another few anims for a different mesh, this time after i collapsed the anims i then reduced the timeline to 0-17 then exported via fbx, on import to Rocket i had 18 frames which is correct.
looks like i need to revise my workflow.
just a tip, also make sure there are now other keyframes on the time line after your last anim point