Telnet testing does not work for UDP. Try these...
Spiffy. Netcat sounds like a cool network testing tool. Windows or Linux versions. Free.
Update: old link died. new link to a GNU GPL'd clone of the @stake tool
http://netcat.sourceforge.net/
Update 2: @stake tool is still available (including a Windows version)
http://www.securityfocus.com/tools/139/scoreit
Update 3: Microsoft has bundled several similar tools for testing pptp connections and other firewall issues with it's recent support kits. Google for pptpclnt.exe, pptpsrv.exe. See tutorial here: http://www.microsoft.com/technet/community/columns/cableguy/cg0105.mspx
tags: UDP, telnet, test, port, open, TCP/IP