As far as I can tell, there is no way to configure the application itself to use a specific port. Right now you are stuck with the KB response:
The ports to allow: tcp 12000 for login, tcp 12500 for patch, tcp/udp 12000-12999 for game
I'm guessing you are trying to bypass a firewall? If so, have you looked into setting up a SSH tunnel and SOCKS proxy? I do this to run the game when I'm behind firewalls that I do not manage. I can provide more details on how to set this up if you need.