Thanks for you reply.
I've changed the receive process to
Private Sub ReceiveCallback(ByVal ar As IAsyncResult)
Dim u As UdpClient = CType((CType(ar.AsyncState, Cls_UDPState)).UDPClient, UdpClient)
Dim e As IPEndPoint = CType((CType(ar.AsyncState, Cls_UDPState)).EndPoint, IPEndPoint)...