How do you specify a different port number in SQL Management Studio?
If you're connecting to a named instance and UDP is not available when connecting to it, then you may need to specify the protocol as well.
Example: tcp:192.168.1.21\SQL2K5,1443
Another way is to setup an alias in Config Manager. Then simply type that alias name when you want to connect. This makes it much easier and is more prefereable when you have to manage several servers/instances and/or servers on multiple ports and/or multiple protocols. Give them friendly names and it becomes much easier to remember them.