Just ran into a problem where some mutlicast tests were failing on a linux box and I could not figure out why. Did a little bit of research and found out that you may need to add a route for it first. So if you have this problem try running:

route add 224.0.0.0 netmask 240.0.0.0 dev eth0

or if you have an older version of linux like me:

route add -net 224.0.0.0 netmask 240.0.0.0 dev eth0