The term, "sex" refers to the biological differences between a male and female, such as the genitalia and genetic differences. The "Gender"is more difficult to define, but it can refer to the role of a male or female in society, known as a gender role, or an individual's concept of themselves, or gender identity.
Sooo.. I gues we only have 2 sex (sounds weird, thats why everyone uses gender and not sex) but maybe everyone just thinks that you also can only think of yourself as a male or female ^^