Don't know if it's any help but I came across this thread when searching for help on connecting to MSDE via the internet and I came up with the following connectionstring which worked but only on the default port of 1433.
"Network Library=DBMSSOCN;" _
& "Server=xxx.xxx.xxx.xxx\myMSDEInstance;" _
& "Initial Catalog=mydatabase;" _
& "User ID=myuserid;" _
& "Password=mypassword;"