The same thing you wrote, in VB

Code:
 Sub Main()
        'Console.WriteLine("Receiver")
        Do
            Dim UDPClient As UdpClient = New UdpClient()
            UDPClient.Client.SetSocketOption(SocketOptionLevel.Socket, _
               SocketOptionName.ReuseAddress, True)
            UDPClient.Client.Bind(New IPEndPoint(IPAddress.Any, 44126))
 Try

                Dim iepRemoteEndPoint As IPEndPoint = New  _
                   IPEndPoint(IPAddress.Any, 44126)
                Dim strMessage As String = String.Empty
                Do
                
                    Dim bytRecieved As Byte() = _
                       UDPClient.Receive(iepRemoteEndPoint)
                    strMessage = Encoding.ASCII.GetString(bytRecieved)

                    Console.WriteLine("This is the message you received: " + strMessage)
                    My.Computer.Audio.Play("C:\Users\overwatch\Downloads\mario coin.wav", AudioPlayMode.WaitToComplete)

                Loop While (strMessage <> "exit")
                UDPClient.Close()


            Catch e As Exception

                Console.WriteLine(e.ToString())
            End Try
        Loop
and in python

Code:
import os
while 1:
	from socket import *
	s=socket(AF_INET, SOCK_DGRAM)
	s.bind(('',44126))
	m=s.recvfrom(1024)
	print m[0]
	#Uncomment for Mac version
	os.system("afplay ./ring.wav")
	#Uncomment for Windows
	#os.system("start .\ring.wav")
and I had that part of it working in c# as well but I deleted it out of anger when I deleted my other 20 aborted projects