I am not able to connect to UDP port using following code.

CAsyncSocket sock;
CString myStr("172.15.23.16");
LPCTSTR spHostAddress;
spHostAddress = myStr.GetBuffer(myStr.getLength());
sock.create(125,SOCK_DGRAM,FD_CONNECT,spHostAddres s);

I am getting this error "A successful AfxSocketInit must occur before using this API."

ip as wel as port r perfect, but its not connecting, can u pls guide me, is there any problem in above code
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Well it means literally what it says. Call that function first. Chances are though you are missing some step in using that class. Also most people discourage the MFC socket classes, I'd check out the winsock raw API. Also you can pass CString objects to API's requiring a LPCTSTR as it's (LPCTSTR) operator is overrode.