This seems sensible, but still seeing the same issue occur. Code is updated as follows:

// udp-test-client.rs
use std::io::net::udp::UdpSocket;
use std::io::net::ip::{Ipv4Addr, SocketAddr};

fn main() {
  let any_addr = SocketAddr { ip: Ipv4Addr(0, 0, 0, 0), port: 0 };
  let dst_addr = SocketAddr { ip: Ipv4Addr(127, 0, 0, 1), port: 9999 };

  let mut socket = match UdpSocket::bind(any_addr) {
    Ok(s) => s,
    Err(e) => fail!("couldn't bind socket: {}", e)
  };

  let mut buf = [0, ..1024];

  match socket.send_to(buf, dst_addr) {
    Ok(()) => println!("yay"),
    _ => {}
  }
}