Define slow -- what kind of round-trip times are you seeing, and how does it comare with doing a straight windows command-line 'ping' between the two computers in question?
You dont have to wait for packets to arrive. just send a update every 10 ms and it will arive to other end. as long as you dont fill up the internet line that is.
one problem is to read the udp on other side. make sure you empty udp buffer each frame or else :D