As i understand it, the command you're giving it is telling rsync to connect to a remote rsync server (in this case, on your own box), not start a local server. And since you've specified no files to transfer, it would close down right away, so the result you're getting seems appropriate under the circumstances.
If you want to start up a server, you need to use something like "rsync --daemon". At least that's my understanding; i could be wrong.