ключ в реестре есть.
по крайней мере в XP проверял лично

SUMMARY
By default Terminal Server and Windows 2000 Terminal Services uses TCP port 3389 for client connections. Microsoft does not recommend that this value be changed. However, if it becomes necessary to change this port, follow these instructions.
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MORE INFORMATION
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.

To change the default port for all new connections created on the Terminal Server: 1. Run Regedt32 and go to this key:
HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\Terminal Server\WinStations\RDP-Tcp
NOTE: The above registry key is one path; it has been wrapped for readability.


2. Find the "PortNumber" subkey and notice the value of 00000D3D, hex for (3389). Modify the port number in Hex and save the new value.

To change the port for a specific connection on the Terminal Server:• Run Regedt32 and go to this key:
HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\Terminal Server\WinStations\connection
NOTE: The above registry key is one path; it has been wrapped for readability.

3. Find the "PortNumber" subkey and notice the value of 00000D3D, hex for (3389). Modify the port number in Hex and save the new value.

NOTE: Because the use of alternate ports has not been fully implemented for Terminal Server 4.0, support will be provided as "reasonable effort" only, and Microsoft may require you to set the port back to 3389, if any problems occur.

а на клиенте можно сохранить подключение в файл и подредактровать в нотепаде (или ввести через двоеточие после имени или IP сервера)