A quick TCP port search hints at some ant-virus application related port. Since its listening to the local host ip-address it may be two processes of an application communicating to each other via local host-only TCP sockets.
You can find out the exact process ID by running this command as Administrator:
netstat -aon | find ":3939"
That should reveal which program is using this port.
Edited after discovering that PID 4 uses the port:
Typically HTTP.sys opens a local port on behalf of a system service such as IIS, SQL reporting server, print spooler, etc. These will all show up as PID 4.
Refer to these answers https://superuser.com/questions/352017/pid4-using-port-80 and https://stackoverflow.com/questions/1430141/port-80-is-being-used-by-system-pid-4-what-is-that to identify and try disabling the service corresponding to this particular port.
You could begin by trying to stop the HTTP service and in the process discover which other services rely on it:
NET stop HTTP