about one mailer programm

For example, I have Fast Email Delivery Engine 1.2
It's a powerful group mailer which sends your message directly from your PC to the recipient's mail server without using any ISP's relay SMTP server. Any ISP provider has the restrictions on number of sending emails and E-Delivery Engine solves all these problems. It gives instant confirmation of delivery by checking the address before it sent, which at 80% eliminates "Mail undeliverable" messages you can get.

Can you explain me how does work such programms without ISP?

It uses the SMTP protocol (see www.rfcs.org ) to talk directly to your recipient´s mail server. This is what mail servers like qmail or sendmail do.
But this only works if you have your own domain registered to your IP address.

This feature is nothing special. To achieve the same effect, you can install any local mail server and just don´t configure a relay server...