Reproduced under linux.  Since UDP is a connectionless protocol, I'm not sure what can be done about this:
When you fsockopen a UDP socket, all you are doing is
creating a socket.  No real network stuff is done until
you fread or fwrite to the socket, at which point you will
see any error messages that arise.
Changing to a documentation problem.

My source:
$fp = fsockopen("udp://192.168.0.196",27015, &$errno, &$errstr, 10);
    echo"$fp";
if (!$fp) {
    echo "ERROR: $errno - $errstr<br>\n";
    }
else{
    $i=fwrite($fp,"????details\x00"); 
    echo"$i";    
    $i2 = fread($fp,5);
    echo"$i2";    
    .......
    fclose($fp);
    }

If 192.168.0.196 doesn't work, $fp=Resource id #1 ; $i=12, but there isn't connection.
This values don't show the connection problem.
After the calling of the "fread" -> Internet Explorer doesn't load the Site.

This bug has been fixed in CVS. You can grab a snapshot of the
CVS version at http://snaps.php.net/. In case this was a documentation 
problem, the fix will show up soon at http://www.php.net/manual/.
In case this was a PHP.net website problem, the change will show
up on the PHP.net site and on the mirror sites.
Thank you for the report, and for helping us make PHP better.