By default the RDP listens on Port 3389, one major reason why you would want to change this port is security. Please note that this requires you to make changes to your registry, if you don’t know what you’re doing I highly suggest you make a backup of your registry before attempting any changes on your pc’s registry.
322756 (http://support.microsoft.com/kb/322756/ ) How to back up and restore the registry in Windows
The instructions below shows you how to change the listening port for Remote Desktop:
1. Start Registry Editor.
2. Locate and then click the following registry subkey:
3. On the Edit menu, click Modify, and then click Decimal.
4. Type the new port number, and then click OK.
5. Quit Registry Editor.
Once it has been change, make sure your firewall has been configured to allow connections through the new port that you have assigned otherwise RDP will not work.