Sending large datagrams(very large)

OK you network thumpers, I have some kind of a problem.
Is it possible to send large UDP datagrams? 32-33k in my case, Windows client to Windows server, using winsock.

I have already set the SO_SNDBUF to 64k (just for testing), but the datagram always reaches the physical layer fragmented (sniffed it with Ethereal).

Regards

OK. It is not possible. I've tried in a lot of ways, with no result.