UDP port open check

What is the best way to check if the UDP port is open or not on the same machine. I have got port number 7525UDP and if it's open I would like to bind to it. I am using this code:

while (true) 
{ 

  try {socket.bind()}

  catch (Exception ex) 

  {MessageBox.Show("socket probably in use");}
}

but is there a specified function that can check if the UDP port is open or not. Without sweeping the entire table set for UDP ports would be also good.