TCP is connection oriented, meaning that the sender knows if the recipient gets it, if not he resends it. 99% of the internet works this way.
UDP is closer to "spray and pray" you fire off the packet(s) and hope it gets there, if it doesnt the sender will never know. The most common UDP service is DNS and TFTP.
If you are connecting to it as an Exchange server and not as an IMAP/POP server there are a whole host of ports. The list is far too long to post here, but here is the link from MS
http://support.microsoft.com/?kbid=278339 and it appears there may be some UDP in there.