Applications that want to talk to other servers will often use the Remote Procedure Call (RPC) infrastructure to communicate instead of inventing their own protocol. From an IT perspective this is a pain because we like known protocols with defined ports. From a development perspective this is nice because we don't want to write more code than we have to. More modern applications are going to take advantage of technologies like Windows Communications Foundation (WCF) which enables administrators to configure how the applications will talk, including the transport protocol (e.g. TCP, HTTP, custom protocols), along with the transport-specific properties (e.g. ports). While we wait for the uptake on WCF we will likely be stuck with RPC-based applications for quite some time. With that being the case it is best to understand how RPC works and the implications brought forth by firewalls.
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