Your iPhone UDID (Unique Device ID) is needed if you want to provision an Application for your iPhone for ad hoc distribution or testing without going through the AppStore.
You can find your UDID for your iPhone in iTunes as follows:
1. Connect your iPhone (or iPad etc.) to iTunes and select it under the devices heading on the left.
2. In the Summary tab for the iPhone, shown in the main panel of iTunes you will see the Serial Number listed. Click on the Serial Number to revel the UDID.
3. In the edit menu click Copy to put the UDID in the clipboard.
4. Paste the UDID into an email or where ever you want to use it.
