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:

Start Registry Editor (Regedt32.exe).

Locate the following key in the registry:

HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\TerminalServer\WinStations\RDP-Tcp\PortNumber
On the Edit menu, click Modify, click Decimal, type the new port number, and then click OK.

Quit Registry Editor.

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

Update: I forgot to inform you that you need to add this to the default.rdp file for the XP terminal client... Add this line anywhere in the file.
server port:i:your port number
ie server port:i:21