The Firewall can be configured in order to enable the UDP packets to pass through. In my opinion, opting for a Windows dedicated server would be the best option for you. We also offer Cisco Hardware Firewalls on the dedicated servers. In case you do not want to buy the dedicated firewall license, you can also configure Microsoft's firewall in accordance to your preferences. You can visit –
Dedicated Hosting | Web Hosting UK for getting complete information. We offer the Cisco Hardware Firewalls on all the dedicated hosting plans except WHUK D525 (Pro), WHUK E3-1230 and WHUK E3-1230.