In order to change the UDP port number for the SNMP service on WIndows systems you have to edit the SERVICES file in the %SYSTEMROOT%\SYSTEM32\DRIVERS\ETC folder (usually c:\windows\system32\drivers\etc).
Open the file in a text editor and change the port number from the default value 161 to your desired value in the following line:
snmp 161/udp #SNMP
Save the file and restart the SNMP service in the services applet of the control panel.