Arduino Uno with ArtNet node DMX shield

i doesn't have Upd.h file in library folder, i found it in internet end copy there, and think it helps, but doesn't.

Which version of the IDE are you using? The 1.0.1 version DOES have UDP.h (and the correspond UDP.cpp) where it belongs. So does 1.0, which is really a much better version to use for debugging compilation issues, because it tells you that it can't find include files, instead of assuming that the failure to find the file is OK.