Windows (2k/xp) does come with a mail server... IIS SMTP.
Its just not installed by default, and I generally disable it.

http://www.microsoft.com/mind/1299/s...0/smtp2000.asp

Oh, and you can add a ssh server, ftp, terminal services, IIS, SMTP... it does boot faster.
I have all that running on a 2k box... and it is faster than linux with all ther services disabled on similar hardware!

Lets not turn this into a linux vs windows thread... we have enough of them.
We know your stance on linux... no need to come preaching to the choir.

Most of us here use both linux and windows. (at least I do) There are benefits for both.

Use the right tool for the job.