I'm trying to setup a mail server, are there any good open source software available for this for Windows or Linux?
There are a number of free email servers available for both platforms. Here's one for Windows that is relatively easy to set up:
Postfix! Big community and easy to setup!
Yes. Postfix and Exim are both quite good email servers, free on *nix. Postfix is probably simpler if you want to do something easy (accept mail from this short list, and route to the internet, say), Exim if you want to do something more complicated (spam filtering, anti virus scanning and the like). That's my opinion though, so ymmv. Sendmail is also free, but has a tendency to get rather horrendously complex. Exim and sendmail (at least) will run in cygwin on windows, although unless you knwo one of them, a native windows server as recommended by joeqwerty is probably better.
www.zimbra.com a free opensource fully mail server solution from yahoo... i love zimbra