Don't worry, though. When you speak about south in general, you should always use "sur". However, when it is a prefix, it can adopt the sud- form as long as it is followed by a vocal. Therefore: sureste/sudeste, suroeste/sudoeste, suroriental/sudoriental, suroccidental/sudoccidental, Sudamérica/Suramérica, Sudáfrica/Suráfrica, surasiático/sudasiático, surcoreano, survietnamita...
This is explained in the DPD (Diccionario Panhispánico de Dudas) ^^