C#

while (UDPrunning == true)
{
    if (udpSocket.Available > 0)
    {
        try
        {
            IPEndPoint msgSenderInfo = new IPEndPoint(IPAddress.Any, 0);
            Byte[] incomingData = udpSocket.Receive(ref msgSenderInfo);
            // do something with the data
        }
        catch (SocketException e)
        {
            // do something to handle the exception
        }
    }
    else
    {
        // Stop the thread from using too much processor time
        Thread.Sleep(100);
    }
}

UDPrunning = false;
udpSocketThread.Join();
udpSocket.Close();