A client node, a proxy node, and methods therein, as well as a protocol and a computer program for enabling interception of request messages in connection-less protocols. A primary request addressed to a server node is intercepted by a proxy node creating a secondary request based on said request and forwards this secondary request towards the server node. The proxy node receives a secondary response, being a response to the secondary request, creates a primary response based on the secondary response and forwards this primary response to the node from which the primary request was received. A response can thus be sent along the same path as a corresponding request was sent.