Following on from this FAQ on ports needed for SBS 2008 to work, I got a question from a reader asking if Port 4125 needs to be there.
In SBS 2003, Port 4125 needs to be routed to your SBS 2003 server as this is how the Remote Web Workplace communicates for any RDP sessions to workstations behind the SBS 2003 server. Therefore in SBS 2003 you DO need this open to allow for full communications.
In SBS 2008 however, it uses the Terminal Services Gateway facility of Windows Server 2008 to connect to systems via Remote Web Workplace behind the server itself. It does this over Port 443. Therefore No – you do not need to have port 4125 open in SBS 2008 at all.