I didn't think that dansguardian blocked other outgoing ports by default, so I suspect you're dealing with another issue.
Either
a) something has been done on your server to block outgoing traffic (such as
http://wiki.contribs.org/Firewall#Block_outgoing_ports), or
b) there's a problem with using sliverlight and proxy servers (perhaps the proxy server has to "understand" sliverlight, in order to reverse-proxy the alternative ports that get used) or
c) you simply need to create firewall rules to forward the two ports you mention to your internal silverlight server.
For "a", you would need to customize the existing port blocks to allow the traffic you want allowed.
For "b", you might fix it by customizing dansguardian to allow your silverlight (server?) to bypass dansguardian (
http://wiki.contribs.org/Dansguardian/ConfigFiles#exceptioniplist).
For "c", use server-manager to configure port forwards for 943 and 4502 to the desired internal silverlight 'server'.
My suggestions for "b" and "c" assume you are trying to host silverlight content; if you're just trying to view silverlight content hosted off-site, perhaps changes to
http://wiki.contribs.org/Dansguardian/ConfigFiles#exceptionsitelist would help.