"miface" parameter in VLC 2.0 on Windows seems to be broken.
So, before playing udp://@ through libvlc you need to create udp socket on correct network interface yourself.
Bind it, add membership to mcast group and then make libvlc play.
While playback you do nothing with socket.
After stop event of libvlc you drop membership and close the socket.
It's that simple.