Several UDP Sockets on same machine


I try to implement in a D5 application some basic UDP process using
NMUDP component. So far so good...

To try it, I lanched twice my application (2 instances are running)
and used RemoteHost address which is loopback.

Every application are sending data, but only one (the first launched)
can receive UDP frames. The other one can't.

Is it a problem :

1/ With Delphi ? How to use NMUDP this way ?
2/ With Windows and winsock ?
3/ Is it impossible : UDP related and nothing can done ?