Sockets are points on the model where elements that are not part of the character can be fixed on it, such as weapon points, particle emitter points, or any other kind of contact point that you can think of. Typically a character in UDK needs to have two weapon sockets to work as a player character and also two jump boot sockets and a neck gore socket because they are defined in the default player class, at least for UTGame. They should be defined, but they don't need to actually have anything assigned to them.
Make sure the Packt package is fully loaded, and open Packt_Character_AddSocket in the AnimSet Editor. This mesh is different to Packt_Character, which already has the sockets added.