We discuss the unintegrated parton distribution functions (UPDFs) introduced by Kimber, Martin and Ryskin (KMR), which are frequently used in phenomenological analyses of hard processes with transverse momenta of partons taken into account. We demonstrate numerically that the commonly used differential definition of the UPDFs leads to erroneous results for large transverse momenta. We identify the reason for that, being the use of the ordinary PDFs instead of the cutoff dependent distribution functions. We show that in phenomenological applications, the integral definition of the UPDFs with the ordinary PDFs can be used.