No reference found for *.hdk that matches your description. The only
info I found was for Hypertext Development Kit, a commercial tool for
building help files.
I think your *.udi file is a "universal disk image" file, which
despite that encouraging name is a proprietary format for DVD images
used by only one program, which is not freeware. Do a search for
"universal disk image file" (with the quotes) if you're still
interested.