You cannot change the client port, because the server has to use the same port as the client, which in Guildwars IIRC is 6112. So you have to configure your router/proxy/firewall to let thru all requests on UDP port 6112. No other way will work unfortunately.
P.S. I can't play GW at my student apartment too, because of such a damn proxy which won't let me!
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