See any of the Ethernet examples for examples.
Can you show it how to do it with a code?
Have you looked at any of the examples?
For you guys it take just a few seconds to show it to me, and for me it will take a lot of tile to find out.
Code is in the examples. There is an example in there called 'UDPSendReceiveString' probably will be a big help.
If you can't understand the examples, read something like this: http://www.cplusplus.com/doc/tutorial/