When you say "Mail is still loading," do you mean it is starting up when you log in? If so, there are two ways to stop that.
If Mail is still in your dock, right or control click on the icon and then uncheck Options/Open at Login. Then go ahead and remove the icon from the dock. (Options/Remove from Dock)
Or, go to System Preferences/Accounts/Login Items and remove Mail from the list if it is there.
Some programs with built-in email links to Mail may require setting changes in their preferences.
Mail is not starting up on its own. Something has to be explicitly launching it.
Unless I missed it above, you never did clearify/answer a question by Dansyacht as to whether mail is launching at login or at some other time. Assuming it is at login then please post the items in the following folders:
your login items (even if you say mail isn't in there)
And if it as some other time please post exactly the steps you are performing when mail launches.
You could also try logging in to another account to see if mail launches in that account.