Knowing the MSDE/SSE port Number

Here is an easy way to find the port number on which your MSDE is running.
Open your registry and navigate to [HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Microsoft SQL Server\JDELOCAL\MSSQLServer\SuperSocketNetLib\Tcp] and check the "TcpPort"

On similar lines you can check the SQL server 2005 Express Edition ' port number...
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Microsoft SQL Server\JDESSELOCAL\MSSQLServer\SuperSocketNetLib\Tcp]