Generally this depends on the router -- some of them do allow for very specific port-by-port configuration, which is required if you're using a product like pcAnywhere. If you can set it up to forward traffic from a specific incoming port or ports to the machine you want to administer, then you can use pcAnywhere -- although each version of pcAnywhere handles ports differently. See pcAnywhere IP port usage for more information on this, although the most recent version of pcAnywhere (v10.0) lets you assign just about any port you want.
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