Do a google search on Winsock UDP and you'll come up with a bunch of results. I found one that simulated a chat system that was very straightforward. I can't remember where I found it, but you should be able to dig it up without much trouble. Send me an e-mail if you can't find it on your own. What you end up doing is creating a winsock control, setting the IP address and port number your firing to and sending the string. You may have to setup a listener for any responses from them but it's not difficult.
Good luck!
~Erik Folley