It's quite simple but only for those who don't know this;)
When you want to connect to a remote SQL Server on a different port number(not 1433) in SQL Server management studio, you need to add a comma and the port number to the end of the server name.
So if you want to connect to MySqlServer.MyDomain.com on port 3821, you type...
MySqlServer.MyDomain.com,3821
Quite simple, but it's useful. Don't forget to configure the remote server to allow remote connections.