I'm aware that using SO_REUSEADDR with UDP in a *NIX environment, behaves like a multicast, where multiple clients bound to the same port can listen and receive broadcast datagrams simultaneously. Is this the behavior on Windows as well?
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        Multiple UDP sockets on Windows bound to the same port will all receive broadcast packets together.
Here's a demo program you can build for windows and Linux with GCC and test with Netcat as mentioned. In both systems, only one socket (either A or B) receives each datagram when a unicast address is used as the target. If a broadcast address is used then both sockets will receive the message.
/* Tested on linux and windows 7.
 * On windows use mingw-gcc:
 *    gcc -Wall -g -o udplisten udplisten.c -lws2_32
 * Test with:
 *    echo hello | netcat -u machinename 9898 (unicast)
 *    echo hello | netcat -u 172.16.255.255 9898 (broadcast)
 */
#ifdef WIN32
#include <winsock2.h>
#include <ws2tcpip.h>
#else
#include <sys/select.h>
#include <sys/socket.h>
#include <netinet/in.h>
#define SOCKET int
#define INVALID_SOCKET -1
#endif
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include <errno.h>
#undef max
#define max(x,y) ((x) > (y) ? (x) : (y))
static void
die(const char *str)
{
    perror(str);
    exit(1);
}
static SOCKET
mksocket(struct sockaddr_in *addr)
{
    SOCKET sock = INVALID_SOCKET;
    int opt = 1;
    if ((sock = socket(AF_INET, SOCK_DGRAM, IPPROTO_UDP)) < 0)
        die("socket");
    if (setsockopt(sock, SOL_SOCKET, SO_REUSEADDR, (const char *)&opt, sizeof(opt)) < 0)
        die("setsockopt");
    if (bind(sock, (struct sockaddr *)addr, sizeof(struct sockaddr_in)) < 0)
        die("bind");
    return sock;
}
static void
process(SOCKET sock, const char *label)
{
    char buffer[8192];
    struct sockaddr_in caddr;
    socklen_t caddr_size = sizeof(caddr);
    memset(&caddr, 0, caddr_size);
    int count = recvfrom(sock, buffer, sizeof(buffer), 0,
                         (struct sockaddr *)&caddr, &caddr_size);
    if (count < 0) die(label);
    printf("%s %d '", label, count);
    fwrite(buffer, 1, count, stdout);
    printf("'\n");
}
int
main(int argc, char *argv[])
{
    struct sockaddr_in addr;
    SOCKET socka = INVALID_SOCKET, sockb = INVALID_SOCKET;
    fd_set read_set;
#ifdef WIN32
    WSADATA wsaData;
    if (WSAStartup(MAKEWORD(2,2), &wsaData))
        return -1;
#endif
    addr.sin_family = AF_INET;
    addr.sin_port = htons(9898);
    addr.sin_addr.s_addr = INADDR_ANY;
    socka = mksocket(&addr);
    sockb = mksocket(&addr);
    for (;;) {
        FD_ZERO(&read_set);
        FD_SET(socka, &read_set);
        FD_SET(sockb, &read_set);
        if (select(max(socka,sockb)+1, &read_set, NULL, NULL, NULL) < 0)
            die("select");
        if (FD_ISSET(socka, &read_set))
            process(socka, "A");
        if (FD_ISSET(sockb, &read_set))
            process(sockb, "B");
    }
    return 0;
}
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                    1Multicast or broadcast packets will be multiplexed across all sockets, unicast packets will only be sent to the first open socket. – Steve-o Feb 23 '11 at 03:11
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                    @Steve-o I was talking about broadcast packets. Does a broadcast packet get multiplexed in Windows as well? – Krishter Feb 23 '11 at 13:57
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                    The program I posted can be used to test this. You can use netcat to send to the broadcast address using netcat -u 172.16.255.255 9898. When I try this both my linux box and the Windows machine recieve packets on each socket (both A and B). You probably should edit the question to specify that you are talking about broadcast packets here. – patthoyts Feb 23 '11 at 16:31