Ron, I think you need to go via BKK by rail or air, no direct services from Udon that I know of.

Just an update to everyone. Thanks for all your info. I have now decised to fly from Bangkok then Luang praban and make my way to Udon Thani. I know what awaits me there so it will be something to look forward to. Getting bus from LP to Ventiane then accross the bridge. I thought it would be easier to get out of Laos thatn in. Will post with my adventures. Cheers