When using Routing and Remote Access Services in Windows 2003 or 2008, it is not possible to specify a range of ports to open in the GUI. Therefore, you will need to use NetSH through the console instead.

This however is actually easier than you might think. Obviously, specify your own network interface and internal IP while doing this.

FOR /L %I IN (10001,1,20000) DO netsh routing ip nat add portmapping "Local Area Connection 2" udp 0.0.0.0 %I 192.168.2.248 %I

I hope that makes sense.

Shout if you have any questions.