You want to use raw sockets.

Search google for "raw sockets" or "SOCK_RAW" or "PF_PACKET"

If you're programming C in Linux, there are structs that easily let you alter the whole tcp/udp/icmp/igmp/whatever header and inject packets at will. This can also be used for communication over closed ports and other obscure stuff (if you create a listening raw socket, you'll have yourself a "sniffer", and with that you can analyze data packets that arrive even on closed tcp ports)