I think there is a typo in the example sketch on the playground.
#if ARDUINO >= 100
#include <EthernetUdp.h> // New from IDE 1.0
UDP.h should be Udp.h
At least on my system:
sketch_apr26a.cpp:31:17: error: UDP.h: No such file or directory
I'm still using version 0023, my gentoo installation and 1.0 don't play nice. I should do something about that and switch to 1.0
Oh, and thanks for the sketch and libraries.