La respuesta de Graeme Perrow ya no funciona porque inet_addr está en desuso. Use inet_pton en su lugar como este:
#include <string>
#include <WinSock2.h>
#include <Ws2tcpip.h>
#pragma comment(lib, "ws2_32.lib")
using namespace std;
int main() {
const char* pkt = "Message to be sent";
const char* srcIP = < source IP address >;
const char* destIP = < destination IP address >;
sockaddr_in dest;
sockaddr_in local;
WSAData data;
WSAStartup(MAKEWORD(2, 2), &data);
ULONG* srcAddr = new ULONG;
ULONG* destAddr = new ULONG;
local.sin_family = AF_INET;
inet_pton(AF_INET, srcIP, srcAddr);
local.sin_addr.s_addr = *srcAddr;
local.sin_port = htons(0);
dest.sin_family = AF_INET;
inet_pton(AF_INET, destIP, destAddr);
dest.sin_addr.s_addr = *destAddr;
dest.sin_port = htons(< destination port number >);
SOCKET s = socket(AF_INET, SOCK_DGRAM, IPPROTO_UDP);
bind(s, (sockaddr *)&local, sizeof(local));
sendto(s, pkt, strlen(pkt), 0, (sockaddr *)&dest, sizeof(dest));
delete srcAddr;
delete destAddr;
return 0;
}