I am not sure if this is even possible, I know it isn't with browsers because they fire off multiple connections and multiple threads. Hence, specifying 1 port or a small range of ports in the firewall (local port) section is not feasible.
However, I've noticed in the Android settings there is an option to bind to a local port. In the config file for Windows Widget, there is an entry called "nobind".
I am curious, what would be the syntax required to bind the connection to a local port?