by using Icmp protocol.

1.In IP Header Protocol field is available,it tells which 
protocol it is using as a transportlayer,if this field is 
having 6(in decimal)it indicates TCP,17(in decimal)it 
indicates UDP.

You have to design your protocol to expect a confirmation
back from
  the destination when a message is received.  Of course is the
  confirmation is sent by UDP, then it too is unreliable and
may not
  make it back to the sender.  If the sender does not get
confirmation
  back by a certain time, it will have to re-transmit the
message, maybe
  more than once.  Now the receiver has a problem because it
may have
  already received the message, so some way of dropping
duplicates is
  required.  Most protocols use a message numbering scheme
so that the
  receiver can tell that it has already processed this
message and
  return another confirmation.  Confirmations will also have to
  reference the message number so that the sender can tell
which message
  is being confirmed.  Confused?  That's why I stick with TCP.

You have to design your protocol to expect a confirmation 
back from   the destination when a message is received.  Of 
course is the  confirmation is sent by UDP, then it too is 
unreliable and may not  make it back to the sender.  If the 
sender does not get confirmation back by a certain time, it 
will have to re-transmit the message, may be   more than 
once.  Now the receiver has a problem because it may have  
already received the message, so some way of dropping 
duplicates is  required.  Most protocols use a message 
numbering scheme so that the  receiver can tell that it has 
already processed this message and  return another 
confirmation.  Confirmations will also have to  reference 
the message number so that the sender can tell which 
message  is being confirmed.  Confused?  That's why I stick 
with TCP.