Looking for UDP Ports with TigUDPClient

Hi!

I try writing a tool for our servers that we can check what TCP and
UDP Ports are open on the Servers.
Looking for open TCP ports is easy with TidTCPClient. Just try a
connect an handle Erros if they occure.
BUT, how can I do a check like this with the TidUDPClient?? Explicitly
connecting is not possible, because UDP is a connection-less protocol.
I've tried to do it like this:

  lPortMax := 1024;

  for lPort:=0 to lPortMax do
  begin
    frmMain.UDP.Host := edtServer.Text;
    frmMain.UDP.Port := lPort;

    try
      UDP.Send('Message: '+IntToStr(Random(MAXINT)));
      if Trim(UDP.ReceiveString) <> '' then
      begin
        ShowMessage('OK, Port ' + IntToStr(lPort) + ' is open!');
      end;
    except
      // Do anything
    end;
  end;

But this way don't work!! Can anyone help me please.

Thank you, Markus