In extensions of the standard model (SM) with d extra dimensions at the TeV
scale the virtual exchange of Kaluza-Klein (KK) excitations of the gauge b
osons gives contributions that change the SM relations between electroweak
observables. These corrections are finite only for d=1; for d greater than
or equal to2 the infinite tower of KK modes gives a divergent contribution
that has to be regularized, introducing a cutoff (the string scale). Howeve
r, the ultraviolet dependence of the KK effects is completely different if
the running of the couplings with the scale is taken into account. We find
that fur larger d the number uf excitations at each KK level increases, but
their larger number is compensated by the smaller value of the gauge coupl
ing at that scale. As a result, fur any number of extra dimensions the exch
ange of the complete KK tower always gives a finite contribution. We show t
hat (i) for d=1 the running of the gauge coupling decreases an 8% the effec
t of the KK modes on electroweak observables, and (ii) in all cases more th
an 90% of the total effect comes from the excitations in the ten lowest KK
levels and is then independent of ultraviolet physics.