Check out iptables. Here are some rules:
Code:
# allow udp traffic on port 100
iptables -A INPUT -s 0/0 -p udp --dport 100 -j ACCEPT
# allow udp traffic on port 1-10000 from 192.168.0.3
iptables -A INPUT -s 192.168.0.3 -p udp --dport 1:10000 -j ACCEPT
# allow udp traffic on all ports for everyone
iptables -A INPUT -s 0/0 -p udp --dport 1:65535 -j ACCEPT
man iptables should give you more info. rtfm.