Wifi Shield firmware upgrade

I have an R3 wifi shield and a R3 mega 2560 arduino, I'm trying to use UDP over wifi.
I've downloaded arduino IDE 1.0.5 and I'm til I need to update my shields firmware to allow UDP to work.
After many problems I've managed to update the firmware but it still doesn't work.
There seem to be so many versions I wifi_dnld.elf and wifiHD.elf .. Which one should I use?
Do I need to do anything different with the mega as opposed to the UNO examples I've seen?
I've tried the examples in the IDE and I can connect to a network but cannot get any of the examples to work
Any ideas?

Update... I've managed to find a firmware and update the shield and that lets me use some of the wifi examples but i still can't get the UDP example working, has anyone got the same problem?