you've got one, it's called UCC.exe and it's in your System folder. You make a folder in your UT folder named whatever you want your package name to be, then make a folder under it called Classes, then put your .uc files in there. Then go to your System folder, delete or rename any existing .u files with your package name (don't delete any standard UT stuff, use a unique package name) then type "ucc make" at a DOS prompt from your System folder and it'll create your package for you.
Oh yeah, i think you also need to add a line in your UnrealTournament.ini in the [Editor.EditorEngine] section:
EditPackages=YourPackageName
just add it in there along with the other similar lines already there. Take it out later when you're done working with that package.