UDP supported?

Hey, been following this trying to get it to work, and I think I'm very slowly understanding this.

I've got
nano /mnt/sda1/udp.py
to run, and that's to edit a file on the sd card right? To do that I need to use

export TERM='xterm-color'

To stop the error

Error opening terminal: xterm-256color.

So it opens fine, but when I try and write the next line of code I get
[ Error writing /mnt/sda1/udp.py: No such file or directory ]

Have I just done something really silly somewhere?

Thanks!
John