Their servers run on port 80, yours don't have to.
When you go into the remote access panel and change the PPTP settings to a number above "0", you automatically open the right ports.
Now, about established connections, you don't need to open any port for that to happen. SME will automatically allow outgoing connections, when you connect to a server using SSH, only the receiving end uses port 22, the connecting end will establish on any available non-standard port.