This is not going to help you with your scenario- how far does the packet travel? Will it stay inside the IP stack? Go past MS firewall? Maybe reach your router? Maybe reach your ISP? There could be a blocking system anywhere along the path that the client would not be able to find on his own. The only reliable thing is to set up a known server somewhere on the internet and ask it to send you a message. If you receive it then the port is unblocked.

In other words you'd need to
a) write a client that sends a request to your server containing your desired UDP port, ideally to some webhost that can be reached via TCP 80.
b) on the webhost when you get a request by a client, send a UDP package to the requested port
c) the client needs to bind to the UDP port and if it gets a response from the webhost it knows that there is no firewall in the way

Maybe use the script these guys have in place: http://www.utorrent.com/testport.php?port=6881