I'm restoring it now to see if it puts it back. If anyone is interested, you can change the UDID of your device by doing this. Hopefully you have a good reason though.
UPDATE: I just restored in iTunes, there is now no jailbreak on it and the UDID is still changed, I'm a bit scared. That page said entering the original MAC Address puts it back, but it is still different, I guess I kind of deserved it.
UPDATE 2: I accidentally entered the Bluetooth Address instead of the Wi-Fi address, it's fixed now. The UDID is the same as before I started.