  Tunnel and point contact experiments have been made in a URu$_2$Si$_2$ single
crystal along the c-axis. The experiments were performed changing temperature
and contact size in a low temperature scanning tunneling microscope. A
resonance develops at the Fermi level at $T\sim 60$ K. This resonance splits
and becomes asymmetric when the 17.5 K phase transition is crossed. These
results are consistent with the existence of Kondo like bound states of the
U$^{4+}$ ionic configurations and the conduction electrons. Below the
transition, these configurations are split by the development of quadrupolar
ordering. The peak separation can be interpreted as a direct measurement of the
order parameter. Measurements on a policrystalline UAu_2Si_2$ sample are also
reported, with a comparative study of the behavior of both materials.
