Hi mdula,
Did you check what you could see with tcpdump inside the CentOS guest? I did a quick test here and have no problem getting udp/161 through a bridged connection here on either Workstation 9 or Fusion 5. I used "socat" to test:
In the CentOS 5.8 x86-64 VM, I set up a UDP case-changing "server" thusly:
socat exec:'tr [A-Za-z] [a-zA-Z]' udp4-recvfrom:161
and then I ran the following "client" (Debian 6 amd64) across the bridged network connection:
$ echo 'UPPERCASE lowercase' | socat udp4-sendto:server.ip.ad.dr:161
uppercase LOWERCASE
$
I also had tcpdump running within the CentOS guest, monitoring the communication:
# tcpdump -Ai eth0 udp port 161
and I could see the incoming and outgoing packets nicely.
Cheers,
--
Darius