HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\TerminalServer\WinStations\RDP-Tcp\PortNumber
Right click to edit and select the Base Decimal and change the Value Data to a new port number. Don't use one of the official ports though: https://en.wikipedia.org/wiki/List_of_TCP_and_UDP_port_numbers
After the change you will need to restart the machine for it to take effect.
Source: http://support.microsoft.com/kb/306759/en-us
