From personal experience, even if you change the ports that your Halo CE game and dedi executable runs on, you won't be able to connect to your own server if said server runs on the same computer as your game.
The few possible ways to connect to your own server would be to:
1. Run a virtual machine and install the Halo CE dedi server in it, run it and then start up your game outside the virtual machine and connect to it.
2. Get another computer and install and run the Halo CE dedi server in it, then on your Halo CE game computer run the game and connect to the computer running the dedi, or
3. Get an external server host, and install and run the Halo CE dedi on it, then connect to it from your Halo CE game computer.
For 1, you can get something like VMWare Player(
https://my.vmware.com/web/vmware/free#desktop_end_user_computing/vmware_player/5_0) or VirtualBox (
https://www.virtualbox.org/wiki/Downloads), install an operating system in it, then install the Halo CE dedi in it and run the dedi from there. Do the usual firewall and port forwarding stuff, but this time point it to the virtual machine's internal IP address, and ensure that the virtual machine appears on your actual LAN (not the virtual LAN that VM software usually creates to allow the VM to share your comp's IP address. Doing this requires you to use bridged mode for the VM on VMWare).
For 2, do your port forwarding and firewall stuff as usual, but point it to the dedi's comp instead.