[[escafandra]]

Posiblemente dependa de la versión del delphi que uses.
La versión Cliente que he probado con delphi7 y Berlin es esta:

Código Delphi [-]
unit Unit2;

interface

uses
  Windows, WinSock, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
  Dialogs, StdCtrls;

type
  TForm2 = class(TForm)
    Button1: TButton;
    procedure Button1Click(Sender: TObject);
  private
    { Private declarations }
  public
    { Public declarations }
  end;

TMIB_IPADDRROW = packed record
  dwAddr: DWORD;
  dwIndex: DWORD;
  dwMask: DWORD;
  dwBCastAddr: DWORD;
  dwReasmSize: DWORD;
  unused1: SmallInt;
  wType: SmallInt;
end;

TMIB_IPADDRTABLE = record
  dwNumEntries: DWORD;
  table: array[0..0] of TMIB_IPADDRROW;
end;
PMIB_IPADDRTABLE = ^TMIB_IPADDRTABLE;


function GetIpAddrTable(IpAddrTable: PMIB_IPADDRTABLE; pdwSize: PULONG;
  Order: BOOL): DWORD; stdcall; external 'iphlpapi.dll' name 'GetIpAddrTable';

var
  Form2: TForm2;

implementation

{$R *.dfm}
function GetCurrentIP: DWORD;
var
  Wsa: WSADATA;
  Name: array[0..255] of AnsiChar;
  hostinfo: PHOSTENT;
begin
  Result:= 0;
  FillChar(Wsa, SizeOf(WSAData), 0);
  if WSAStartup(MAKEWORD(2, 2), Wsa) = 0 then
  begin
    if gethostname(Name, SizeOf(Name)) = 0 then
    begin
      hostinfo:= gethostbyname(Name);
      if hostinfo <> nil then
        Result:= PDWORD(hostinfo^.h_addr_list^)^;
    WSACleanup;
    end;
  end;
end; 
 
function GetBrodcastAddress: AnsiString;
var
  pIPAddrTable: PMIB_IPADDRTABLE;
  dwSize: DWORD;
  i: integer;
  BroadCastInAddr: IN_ADDR;
begin
  BroadCastInAddr.S_addr:= 0;
  dwSize:= 0;
  GetIpAddrTable(nil, @dwSize, true);
  GetMem(pIPAddrTable, dwSize);
  if pIPAddrTable<>nil then
  begin
    if GetIpAddrTable(pIPAddrTable, @dwSize, true) = NO_ERROR then
      for i:=0 to  pIPAddrTable^.dwNumEntries-1 do
      begin
        if GetCurrentIP = pIPAddrTable^.table[i].dwAddr then
        begin
          BroadCastInAddr.S_addr:= pIPAddrTable^.table[i].dwAddr or not pIPAddrTable^.table[i].dwMask;
          break;
        end;
      end;
    FreeMem(pIPAddrTable);
  end;
  Result:= inet_ntoa(BroadCastInAddr);
end;

procedure SendUDP(Msg: AnsiString; IP: AnsiString; Port: WORD);
var
 Wsa: WSADATA;
 S: TSocket;
 Addr: WinSock.sockaddr_in;
 Host: PHostent;
begin
  if WinSock.WSAStartup(MAKEWORD(2, 2), Wsa) = 0 then
  try
    S:= Socket(AF_INET, SOCK_DGRAM, IPPROTO_UDP);
    if S <> INVALID_SOCKET then
    begin
      Host:= WinSock.gethostbyname(PAnsiCHAR(IP));
      Addr.sin_family:= AF_INET;
      Addr.sin_addr.S_addr:= PInAddr(Host.h_addr_list^)^.S_addr;
      Addr.sin_port:= WinSock.htons(Port);
      WinSock.Sendto(S, PAnsiChar(Msg)^, Length(Msg), 0, Addr, SizeOf(sockaddr_in));
     end;
  finally
    WinSock.WSACleanup();
  end;
end;

procedure TForm2.Button1Click(Sender: TObject);
begin
  SendUDP('Hola', GetBrodcastAddress, 9090);
end;

end.

Ten en cuenta que el UNICODE juega malas pasadas. Subo un proyecto con fuentes y ejecutables compilados.