The SAP Message Server port follows the format 39NN, where NN represents the two-digit instance number. For example, instance number 00 would use port 3900, while instance number 01 uses port 3901. Option A (3NN9) incorrectly places 9 at the end, option C (3NN1) uses 1 instead of 9, and option D (5NN01) starts with 5 which is wrong.