Let's say that we want to use the port 8070 instead of 8069
We can do this by setting the server option xmlrpc-port to xmlrpc_port = 8070
This can be done by starting the server manually with this option using something like this (paths may be different):
./openerp-server --config=/etc/odoo-server.conf --xmlrpc-port=8070
Or by adding in the config file (e.g. /etc/odoo-server.conf)
xmlrpc_port = 8070
There is one more option (added by Janeesh below) but it involves editing odoo server files, something I would avoid in order to keep any changes 'upgrade safe':
In openerp/tools.config.py
group.add_option("--xmlrpc-port", dest="xmlrpc_port", my_default=8069,
help="specify the TCP port for the XML-RPC protocol", type="int")
Change this 8069 to any port number you wish to use.