Unfortunately, Arduino Ethernet library does not provide UDP support for sketches. This sad fact encouraged me to create an extended version quickly: it is a modified Client.c/.h files (named as ClientUDP.*), placed in the Ethernet library directory.
It is nothing special with this code, because UDP supported by sockets library, used in Arduino, but not not available for sketches directly.
You can download it here: ClientUDP_1.1.zip ( unpack to arduino-0016 \ hradware \ libraries ).