RDP is a windows terminal server protocol. if you have windows xp professional it already comes installed by default. also, windows 7 professional and ultimate have it install. if you have windows xp, vista or seven or 8 home edition, it does not come with a RDP server, but it does come with a RDP client.
NOTE: i think remote assistance uses these same ports.
UPDATE: it is important to note the following information.
port 3389 is used for internal (LAN) - for example, you want to remote desktop from one internal computer (example: 192.168.1.100) to another internal computer (example 192.168.1.105)
port 3390 is for external (WAN) connections - for example, you want to connect to a computer from the internet. example, lets say you are at work and you want to connect to your computer at home using the WAN IP address. then you need to be sure that you have port 3390 allowed either on your firewall or your router at home.