The latest MS JVM is required to run the UDP demo on the Ethernet Reference Design. This is installed by default if you already have IE5 on your computer.
If you find that you don't have the latest MS JVM, here's the link to download it for free from Microsoft's website:
http://www.microsoft.com/java/vm/dl_vm32.htm
Once you have MS JVM installed, to run the UDP demo, simply open a DOS command window, 'cd' to the directory where you've unzipped the file UDPSX.ZIP, and type "wjview udpsx".
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