broadcast does not go to the src machine

Hello,

I have got a problem with receiving broadcasted (to 255.255.255.255)
packets.
I receive such packets on INADDR_ANY on the same host and on remote one
via normal UDP sockets (all things like setting flags for broadcast are
ok).
If I use UDP datagramm sockets for _sending_ everything is caught on
both
machines. If I use PF_PACKET and assemble packet myself one-to-one
matching the datagramm and send it I only receive the broadcast on
remote host.
I can see packets with tcpdump - they are identical. Everything happens
on eth0.

Linux 2.6.9.

What could be the problem and how can I workaround it? I would like
to leave receiver using simpel UDP sockets not going into PF_PACKET...

Many thanks in advance.
Vlad.

PS. No firewall is on.