Well, I've finally setted the things to work this way:
My brother WinXP session:
-Avast inbound mail scan
-K9
My session
-Avast inbound mail scan
The problem is that the settings in the Avast4.ini file such as PopListen=127.0.0.1:111 works for all WinXP sessions, maybe this is the reason of the warnings.
The sessions are both Admin and I have them open at the same time.
I've checked the mails and they were scanned althought the warnings (is this a false warning then?). So, I will be happy if there is a way to stop the warnings showing without changing any other setting. Maybe a line to add in the ini file?
Thx for your answer vojtech
P.D.:I've tried to check which prog was using the ports 110 and 143 but I couldn't find them (I've used TCPview like was said in another post)