In some circumstances we have changed the port that the RDP session runs over the internet to the SBS 2003 server from 4125 to something else to get around specific limitations of a firewall or other device. Altering the port number is quite simple:
1. Run Regedit.
2. Navigate down the tree to the following key: HKLM\Software\Microsoft\SmallBusinessServer\RemoteUserPortal\
3. Right click the entry called Port and select Modify.
4. Select the new port number you wish to use.
A word of caution: altering the port number here will also require you to open the corresponding port on your external hardware firewall. In addition, if you are running SBS 2003 Premium, you will need to create an additional packet filter to allow the inbound traffic to be able to reach the SBS 2003 server.