example: defining thunderbird.exe to use Microsoft ISA Firewall Client.
Start ISA Server Management
..open Microsoft Internet Secuurity and Acceleration Server 2004
..open <your firewall>
..open Configuration
..open General
..click on Define Firewall Client Settings
..select Tab Application Settings
Click on the New Button
in the text box next to Application add thunderbird.exe, select the Key LocalBindTCPPorts and add as value the ports you need (in my case 143,110,25) as a comma seperated list.
Click Ok twice and apply settings