You can easily change the default windows XP RDP port to any port you require, via a simple registry edit that should only take a few minutes.

The default windows XP RDP (remote desktop protocol) port is 3389
 

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WARNING: If you use Registry Editor incorrectly, you may cause serious problems that may require you to reinstall your operating system. Microsoft cannot guarantee that you can solve problems that result from using Registry Editor incorrectly. Use Registry Editor at your own risk.

You can use the Remote Desktop feature in Windows XP Professional to connect to your computer from another, remote computer. WARNING: The Remote Assistance feature in Windows XP may not work properly if you change the listening port.

To change the port that Remote Desktop listens on:

1. Start Registry Editor (Regedt32.exe).
2. Locate the following key in the registry:
   HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\TerminalServer\WinStations\RDP-Tcp\PortNumber
   
3. On the Edit menu, click Modify, click Decimal, type the new port number, and then click OK.
4. Quit Registry Editor.

NOTE: When you try to connect to this computer by using the Remote Desktop connection, you must type the new port.

Please also ensure that you configure any firewall / router to enable the new port.