How to set up connection to MS SQL remotely

If I let the pages (ASP) running on the third party server access my database (MS SQL) remotely, what should I do with my database server? I was told to open a port. If it is true, what is the number of the port I should open?
Thanks in advanceDANGER. Be careful. If you do this wrong you can open up your server for the world to access.

The default port is 1433, but if you are going to do this I reccomend changing that. You are also going to have to do stuff with your firewall. This is very dangerous and I would reccomend you explore other options. I imagine the peformance of the pages are going to suck as well.|||If you, against all advices, should decide to do this, you should definitely have a look at HTTP endpoints, and see if you could use a HTTP endpoint. If so, you should open ONE port (443) from ONE ip (the webserver) for ONE user, which authenticates using a rather secure method, as for instance a certificate.

This is the only solution I would think of that could come into consideration.