UdpClient doesn't release port

Hi all, coding C# in VS.NET 2005

I'm using the following code.
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// Receive a message and write it to the console.
UdpClient u = new UdpClient(m_ipEndPoint);

UdpState s = new UdpState();
s.e = m_ipEndPoint;
s.u = u;

u.BeginReceive(new AsyncCallback(ReceiveCallback), s);

while (!messageReceived)
     Thread.Sleep(100);

s.u.Close();    
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The code executes fine the first time, the callback is handled properly.  My problem is that s.u.Close() does not release the port, so the next time this code executes "UdpClient u = new UdpClient(m_ipEndPoint);" it throws an exception saying the port is already in use.