From check_udp --help
This plugin will attempt to connect to the specified port on the host.
Successful connects return STATE_OK, refusals and timeouts return
STATE_CRITICAL, other errors return STATE_UNKNOWN
As luca said I think you need an intrusion detection system. You could download the NST (networksecuritytoolkit.org/nst/index.html) which is a bootable linux distro with loads of open source network tools already set up. SNORT or NTOP might be a good place to start. Because everything is already setup within the distro it's really easy to trial bits of open source networking software.