1. To open Window Firewall, Start > Control Panel > Window Firewall > Advanced Settings
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2. Click Inbound Rules in left tab, then click New Rules in Action Tab.
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3. In the pop out window, select Port and click next.
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4. Choose TCP and enter your new port (eg. the port for changed remote desktop listening port) and click next.
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5. Choose Allow the connection and click next.
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6. Choose when does this rule apply and enter the name of the rules. The port is open and allow connection.