Can I use IdUDPClient to send M-SEARCH request?

There are few uPNP devices in my network. I am trying to send M-SEARCH request to the network and hope receiving some responses from it. This is what I am trying:

var sIP, sOut: string;
    iPort: Word;
    S: TStringBuilder;
begin
  S := TStringBuilder.Create;
  try
    S.Append('M-SEARCH * HTTP/1.1').AppendLine
     .Append('HOST: 239.255.255.250:1900').AppendLine
     .Append('MAN: "ssdp:discover"').AppendLine
     .Append('MX: 10').AppendLine
     .Append('ST: ssdp:all').AppendLine;

    IdUDPClient1.ReceiveTimeout := 3000;
    IdUDPClient1.Broadcast(S.ToString, 1900, '239.255.255.250');
    sOut := IdUDPClient1.ReceiveString(sIP, iPort);
    Memo1.Lines.Add(sIP);
    Memo1.Lines.Add(IntToStr(iPort));
    Memo1.Lines.Add(sOut);
  finally
    S.Free;
  end;
end;

I receive nothing from the UDP client. I use Wireshark to monitor network traffic and no message was send out from my host.

Any ideas? Thank you.

I found the answer finally:

uses
  System.SysUtils, IdUDPClient, IdStack;

var S: TStringBuilder;
    U: TIdUDPClient;
    iPeerPort: Word;
    sPeerIP, sResponse: string;
begin
  U := TIdUDPClient.Create(nil);
  S := TStringBuilder.Create;
  try
    S.Append('M-SEARCH * HTTP/1.1').AppendLine
     .Append('HOST: 239.255.255.250:1900').AppendLine
     .Append('MAN: "ssdp:discover"').AppendLine
     .Append('MX: 3').AppendLine
     .Append('ST: ssdp:all').AppendLine
     .AppendLine;

    U.BoundIP := GStack.LocalAddress;
    U.Send('239.255.255.250', 1900, S.ToString);

    U.ReceiveTimeout := 1000;
    repeat
      sResponse := U.ReceiveString(sPeerIP, iPeerPort);
      if iPeerPort <> 0 then begin
        WriteLn(Format('%s:%d', [sPeerIP, iPeerPort]));
        WriteLn(sResponse);
      end;
    until iPeerPort = 0;
    ReadLn;
  finally
    S.Free;
    U.Free;
  end;
end.

Call AppendLine() twice at the end of the string builder. HTTP request headers are terminated by two CRLF pairs, but you are only appending one pair, so you are sending an incomplete request.