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To change the Remote Desktop or Terminal Services listening port,
you’ll need to edit the following Registry value:

HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\
TerminalServer\WinStations\RDP-Tcp\PortNumber

This registry value is the same for Windows NT 4.0 Terminal
Server Edition, Windows 2000, Windows XP, and Windows Server
2003 (see Microsoft Knowledge Base articles
http://support.microsoft.com/?id=187623 or
http://support.microsoft.com/?id=306759 for more information).

To access the value, run regedit and navigate to the PortNumber
REG_DWORD value. Double-click on the value to change it. For
hexadecimal fans out there, you’ll probably appreciate that
by default the value is displayed in hex. For the rest of us,
just click the Decimal radio button and you’ll see the value
displayed in decimal. Note that the default port 3389 is listed.
This can be changed to any available port. To steer clear of
port conflicts, use a value between 49152 through 65535. These
are the dynamic or private ports defined by IANA. In my testing,
I changed the value to 49555.

Once you have changed the value, it is safest to reboot the
system so that it will listen on the new port once Terminal
Services restarts on the reboot. On my test system, Terminal
Services was giving me the finger when I tried to restart the
service, so I decided that a reboot would work just fine.

Source:
MCP Mag