Zetin, sounds like there is indeed a mail server running on your machine then. One way to find it would be to run netstat -aop (in respective order, this will show all connections and listening ports, what process is running each service that is listening and what protocols are being used -- usually UDP or TCP). Another tool that might be helpful is ProcessExplorer which also might show "unusual" processes.

Are you by any chance running IIS and which version of Windows are you running?