This tip works for Windows XP.
Why would you want to change the listening port for Remote Desktop (RDP)? I only have one IP address through my ISP but multiple computers that I want to have direct access to. (as opposed to multiple remote hops) Since I have only one IP but nearly limitless ports, I can take advantage of this feature.
Instead of using the default port 3389, I can manually change it to another port such as 3390 or 3391, as many as my router will allow. Microsoft explains the process in two knowledge base articles.
To change the listening port on the RDP server (the computer being accessed) follow these instructions: KB306759
On the client side simply append a colon and the port number to the computer name. ex: 10.10.10.1:3390 KB304304