If you are a security oriented system administrator then you will probably want to change the port  Remote Desktop listens on.

This needs to take place in 2 locations:

I.  Server Side (Changing now the server listens).

1.    Fire up Registry Editor (START -> RUN -> Type in "REGEDIT" -> Click OK)
2.    Locate and then click the following registry subkey:
       HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\TerminalServer\WinStations\RDP-Tcp\PortNumber

3.    On the Edit menu, click Modify, and then click Decimal.
4.    Type in the new port and lick OK. In this case we are going to use port 8888

5.    Quit Registry Editor

II. Client Side (Changing how the client connects).

1.  Fire up Remote Desktop Connection (Start -> All Programs -> Accessories -> Communications -> Remote Desktop Connection).
2.  In the Computer box, type the computer name or the IP address of the computer that you want to connect to, followed by a colon (:) and  the port number that you want to use.

For example, to connect to port 8888 on a computer that is named "carlos.caneja.com,"

type the following information: carlos.caneja.com:8888

3.  Click Connect